Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.2505 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2505
Historical Volatility (Parkinson)	0.2668
Implied Volatility (Calls)	0.2421
Implied Volatility (Puts)	0.3000
Implied Volatility (Mean)	0.2710
Put-Call Implied Volatility Ratio	1.2388
Implied Volatility Skew	-0.0207
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3785
Forward Price	25.27
Call Breakeven Price	28.23
Put Breakeven Price	21.68
Option Breakeven Price	26.70