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.

Lumentum Holdings Inc. (LITE) had 30-Day Historical Volatility (Close-to-Close) of 0.3832 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3832
Historical Volatility (Parkinson)	0.3420
Implied Volatility (Calls)	0.6512
Implied Volatility (Puts)	0.6504
Implied Volatility (Mean)	0.6508
Put-Call Implied Volatility Ratio	0.9988
Implied Volatility Skew	0.1353
Option Statistics
Put-Call Ratio (Volume)	1.1770
Put-Call Ratio (Open Interest)	0.5358
Forward Price	42.25
Call Breakeven Price	53.22
Put Breakeven Price	37.75
Option Breakeven Price	48.05