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.

Itau Unibanco Holding S.A. (ITUB) had 10-Day Historical Volatility (Close-to-Close) of 0.3499 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3499
Historical Volatility (Parkinson)	0.2330
Implied Volatility (Calls)	0.3475
Implied Volatility (Puts)	0.3601
Implied Volatility (Mean)	0.3538
Put-Call Implied Volatility Ratio	1.0364
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	0.0068
Forward Price	6.26
Call Breakeven Price	6.98
Put Breakeven Price	5.86
Option Breakeven Price	6.97