Historical Volatility (Close-to-Close) (30-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.

Illinois Tool Works Inc. (ITW) had 30-Day Historical Volatility (Close-to-Close) of 0.1213 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)	0.1213
Historical Volatility (Parkinson)	0.1243
Implied Volatility (Calls)	0.2273
Implied Volatility (Puts)	0.2279
Implied Volatility (Mean)	0.2276
Put-Call Implied Volatility Ratio	1.0026
Implied Volatility Skew	0.0387
Option Statistics
Put-Call Ratio (Volume)	0.2954
Put-Call Ratio (Open Interest)	0.6518
Forward Price	251.55
Call Breakeven Price	271.68
Put Breakeven Price	245.18
Option Breakeven Price	261.18