Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2273 for 2022-12-01.

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

Figures for 2022-12-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2273
Historical Volatility (Parkinson)	0.2672
Implied Volatility (Calls)	0.3689
Implied Volatility (Puts)	0.2545
Implied Volatility (Mean)	0.3117
Put-Call Implied Volatility Ratio	0.6899
Implied Volatility Skew	0.1667
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	37.7560
Forward Price	26.05
Call Breakeven Price	25.45
Put Breakeven Price	22.26
Option Breakeven Price	22.31

Data from Quantcha