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.

Lear Corporation (LEA) had 30-Day Historical Volatility (Close-to-Close) of 0.3849 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3849
Historical Volatility (Parkinson)	0.2219
Implied Volatility (Calls)	0.2410
Implied Volatility (Puts)	0.2716
Implied Volatility (Mean)	0.2563
Put-Call Implied Volatility Ratio	1.1273
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.9403
Put-Call Ratio (Open Interest)	1.0935
Forward Price	126.72
Call Breakeven Price	141.29
Put Breakeven Price	120.77
Option Breakeven Price	131.31