Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.3526 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3526
Historical Volatility (Parkinson)	0.2740
Implied Volatility (Calls)	0.6757
Implied Volatility (Puts)	0.5030
Implied Volatility (Mean)	0.5894
Put-Call Implied Volatility Ratio	0.7445
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3684
Forward Price	34.78
Call Breakeven Price	37.18
Put Breakeven Price	29.50
Option Breakeven Price	35.11