Historical Volatility (Close-to-Close) (30-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.

Illumina, Inc. (ILMN) had 30-Day Historical Volatility (Close-to-Close) of 0.3767 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3767
Historical Volatility (Parkinson)	0.3874
Implied Volatility (Calls)	0.6050
Implied Volatility (Puts)	0.6232
Implied Volatility (Mean)	0.6141
Put-Call Implied Volatility Ratio	1.0301
Implied Volatility Skew	0.0805
Option Statistics
Put-Call Ratio (Volume)	1.2080
Put-Call Ratio (Open Interest)	1.0956
Forward Price	121.47
Call Breakeven Price	147.67
Put Breakeven Price	110.40
Option Breakeven Price	128.38