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.

Illumina, Inc. (ILMN) had 20-Day Historical Volatility (Close-to-Close) of 0.3833 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)	0.3833
Historical Volatility (Parkinson)	0.3597
Implied Volatility (Calls)	0.6712
Implied Volatility (Puts)	0.6902
Implied Volatility (Mean)	0.6807
Put-Call Implied Volatility Ratio	1.0283
Implied Volatility Skew	0.0408
Option Statistics
Put-Call Ratio (Volume)	2.9064
Put-Call Ratio (Open Interest)	0.9708
Forward Price	122.91
Call Breakeven Price	142.94
Put Breakeven Price	110.39
Option Breakeven Price	126.94