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 0.6690 for 2023-03-24.

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

Figures for 2023-03-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6690
Historical Volatility (Parkinson)	0.4238
Implied Volatility (Calls)	0.4172
Implied Volatility (Puts)	0.4415
Implied Volatility (Mean)	0.4293
Put-Call Implied Volatility Ratio	1.0583
Implied Volatility Skew	0.1011
Option Statistics
Put-Call Ratio (Volume)	0.5238
Put-Call Ratio (Open Interest)	0.5827
Forward Price	220.16
Call Breakeven Price	261.49
Put Breakeven Price	175.92
Option Breakeven Price	232.95