Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.1015 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)	0.1015
Historical Volatility (Parkinson)	0.1890
Implied Volatility (Calls)	0.3035
Implied Volatility (Puts)	0.2748
Implied Volatility (Mean)	0.2892
Put-Call Implied Volatility Ratio	0.9055
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1271
Put-Call Ratio (Open Interest)	1.2620
Forward Price	131.23
Call Breakeven Price	141.23
Put Breakeven Price	123.53
Option Breakeven Price	131.87