Historical Volatility (Close-to-Close) (150-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.

loanDepot, Inc. (LDI) had 150-Day Historical Volatility (Close-to-Close) of 0.6642 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6642
Historical Volatility (Parkinson)	0.6881
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3187
Put-Call Ratio (Open Interest)	0.0331
Forward Price	--
Call Breakeven Price	3.75
Put Breakeven Price	1.87
Option Breakeven Price	3.68