Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.2768 for 2024-05-02.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2768
Historical Volatility (Parkinson)	0.1958
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.5059
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	2.2911
Forward Price	6.00
Call Breakeven Price	7.09
Put Breakeven Price	5.67
Option Breakeven Price	6.10