Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.3853 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)	0.3853
Historical Volatility (Parkinson)	0.2988
Implied Volatility (Calls)	0.2548
Implied Volatility (Puts)	0.3461
Implied Volatility (Mean)	0.3005
Put-Call Implied Volatility Ratio	1.3585
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.0624
Put-Call Ratio (Open Interest)	1.3405
Forward Price	21.06
Call Breakeven Price	22.11
Put Breakeven Price	18.79
Option Breakeven Price	20.24