Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2379 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2379
Historical Volatility (Parkinson)	0.2197
Implied Volatility (Calls)	0.3497
Implied Volatility (Puts)	0.3085
Implied Volatility (Mean)	0.3291
Put-Call Implied Volatility Ratio	0.8820
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2631
Put-Call Ratio (Open Interest)	3.1440
Forward Price	16.16
Call Breakeven Price	16.55
Put Breakeven Price	14.45
Option Breakeven Price	15.02