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.

Levi Strauss & Co. (LEVI) had 30-Day Historical Volatility (Close-to-Close) of 0.5782 for 2024-04-17.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5782
Historical Volatility (Parkinson)	0.3159
Implied Volatility (Calls)	0.2817
Implied Volatility (Puts)	0.3372
Implied Volatility (Mean)	0.3095
Put-Call Implied Volatility Ratio	1.1970
Implied Volatility Skew	-0.0497
Option Statistics
Put-Call Ratio (Volume)	1.7978
Put-Call Ratio (Open Interest)	1.4725
Forward Price	20.62
Call Breakeven Price	21.90
Put Breakeven Price	18.37
Option Breakeven Price	19.80