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.

Itron, Inc. (ITRI) had 30-Day Historical Volatility (Close-to-Close) of 0.4181 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)	0.4181
Historical Volatility (Parkinson)	0.3126
Implied Volatility (Calls)	0.2766
Implied Volatility (Puts)	0.3168
Implied Volatility (Mean)	0.2967
Put-Call Implied Volatility Ratio	1.1455
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7212
Forward Price	109.18
Call Breakeven Price	116.26
Put Breakeven Price	82.82
Option Breakeven Price	102.10