Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.2891 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)	0.2891
Historical Volatility (Parkinson)	0.2388
Implied Volatility (Calls)	0.2299
Implied Volatility (Puts)	0.2637
Implied Volatility (Mean)	0.2468
Put-Call Implied Volatility Ratio	1.1471
Implied Volatility Skew	0.2008
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.7010
Forward Price	25.69
Call Breakeven Price	29.76
Put Breakeven Price	23.83
Option Breakeven Price	26.02