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.

Ituran Location and Control Ltd. (ITRN) had 30-Day Historical Volatility (Close-to-Close) of 0.2064 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2064
Historical Volatility (Parkinson)	0.2091
Implied Volatility (Calls)	0.2316
Implied Volatility (Puts)	0.2726
Implied Volatility (Mean)	0.2521
Put-Call Implied Volatility Ratio	1.1769
Implied Volatility Skew	0.1742
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.3449
Forward Price	25.68
Call Breakeven Price	29.72
Put Breakeven Price	23.93
Option Breakeven Price	26.69