Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2758 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2758
Historical Volatility (Parkinson)	0.3216
Implied Volatility (Calls)	0.3062
Implied Volatility (Puts)	0.3387
Implied Volatility (Mean)	0.3224
Put-Call Implied Volatility Ratio	1.1061
Implied Volatility Skew	0.0466
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	28.4817
Forward Price	25.12
Call Breakeven Price	23.74
Put Breakeven Price	22.38
Option Breakeven Price	22.40

Data from Quantcha