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.

Iris Energy Limited (IREN) had 30-Day Historical Volatility (Close-to-Close) of 0.9239 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9239
Historical Volatility (Parkinson)	0.8506
Implied Volatility (Calls)	1.2532
Implied Volatility (Puts)	1.0604
Implied Volatility (Mean)	1.1568
Put-Call Implied Volatility Ratio	0.8462
Implied Volatility Skew	0.0223
Option Statistics
Put-Call Ratio (Volume)	0.0244
Put-Call Ratio (Open Interest)	0.2851
Forward Price	5.99
Call Breakeven Price	8.19
Put Breakeven Price	4.24
Option Breakeven Price	7.45