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.

Invesco Ltd. (IVZ) had 30-Day Historical Volatility (Close-to-Close) of 0.3504 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3504
Historical Volatility (Parkinson)	0.2555
Implied Volatility (Calls)	0.2406
Implied Volatility (Puts)	0.3567
Implied Volatility (Mean)	0.2986
Put-Call Implied Volatility Ratio	1.4826
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	14.8000
Put-Call Ratio (Open Interest)	2.8259
Forward Price	14.25
Call Breakeven Price	15.78
Put Breakeven Price	13.81
Option Breakeven Price	14.54