Historical Volatility (Close-to-Close) (180-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Insteel Industries, Inc. (IIIN) had 180-Day Historical Volatility (Close-to-Close) of 0.4859 for 2022-11-25.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4859
Historical Volatility (Parkinson)	0.3975
Implied Volatility (Calls)	0.7974
Implied Volatility (Puts)	0.4480
Implied Volatility (Mean)	0.6227
Put-Call Implied Volatility Ratio	0.5618
Implied Volatility Skew	0.1384
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.2525
Forward Price	29.15
Call Breakeven Price	36.24
Put Breakeven Price	21.26
Option Breakeven Price	28.26

Data from Quantcha