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 0.2609 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2609
Historical Volatility (Parkinson)	0.2539
Implied Volatility (Calls)	0.2279
Implied Volatility (Puts)	0.2861
Implied Volatility (Mean)	0.2570
Put-Call Implied Volatility Ratio	1.2554
Implied Volatility Skew	-0.0255
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.9167
Forward Price	25.10
Call Breakeven Price	31.94
Put Breakeven Price	23.77
Option Breakeven Price	28.04