Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.4492 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4492
Historical Volatility (Parkinson)	0.2815
Implied Volatility (Calls)	0.2872
Implied Volatility (Puts)	0.3224
Implied Volatility (Mean)	0.3048
Put-Call Implied Volatility Ratio	1.1229
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.5641
Put-Call Ratio (Open Interest)	0.6705
Forward Price	21.23
Call Breakeven Price	23.17
Put Breakeven Price	19.42
Option Breakeven Price	21.67