Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.3601 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)	0.3601
Historical Volatility (Parkinson)	0.2940
Implied Volatility (Calls)	0.3314
Implied Volatility (Puts)	0.3799
Implied Volatility (Mean)	0.3556
Put-Call Implied Volatility Ratio	1.1460
Implied Volatility Skew	0.0240
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6750
Forward Price	21.43
Call Breakeven Price	25.35
Put Breakeven Price	16.31
Option Breakeven Price	21.73