Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2088 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2088
Historical Volatility (Parkinson)	0.1548
Implied Volatility (Calls)	0.1866
Implied Volatility (Puts)	0.2203
Implied Volatility (Mean)	0.2034
Put-Call Implied Volatility Ratio	1.1805
Implied Volatility Skew	-0.0004
Option Statistics
Put-Call Ratio (Volume)	2.0899
Put-Call Ratio (Open Interest)	1.1837
Forward Price	197.80
Call Breakeven Price	218.88
Put Breakeven Price	176.13
Option Breakeven Price	195.71