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.

iShares Russell 2000 ETF (IWM) had 30-Day Historical Volatility (Close-to-Close) of 0.2386 for 2021-12-06.

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

Figures for 2021-12-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2386
Historical Volatility (Parkinson)	0.2147
Implied Volatility (Calls)	0.2889
Implied Volatility (Puts)	0.3120
Implied Volatility (Mean)	0.3004
Put-Call Implied Volatility Ratio	1.0800
Implied Volatility Skew	0.1374
Option Statistics
Put-Call Ratio (Volume)	1.2283
Put-Call Ratio (Open Interest)	0.6416
Forward Price	219.46
Call Breakeven Price	230.45
Put Breakeven Price	194.25
Option Breakeven Price	216.27

Data from Quantcha