Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.3806 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3806
Historical Volatility (Parkinson)	0.3041
Implied Volatility (Calls)	0.3319
Implied Volatility (Puts)	0.3686
Implied Volatility (Mean)	0.3503
Put-Call Implied Volatility Ratio	1.1106
Implied Volatility Skew	0.0108
Option Statistics
Put-Call Ratio (Volume)	0.0444
Put-Call Ratio (Open Interest)	0.8284
Forward Price	21.35
Call Breakeven Price	24.20
Put Breakeven Price	17.84
Option Breakeven Price	21.42