Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.4158 for 2022-12-01.

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

Figures for 2022-12-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4158
Historical Volatility (Parkinson)	0.3851
Implied Volatility (Calls)	0.7284
Implied Volatility (Puts)	0.2639
Implied Volatility (Mean)	0.4962
Put-Call Implied Volatility Ratio	0.3623
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1579
Put-Call Ratio (Open Interest)	0.7217
Forward Price	30.65
Call Breakeven Price	34.43
Put Breakeven Price	25.82
Option Breakeven Price	30.36

Data from Quantcha