Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.6735 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6735
Historical Volatility (Parkinson)	0.3999
Implied Volatility (Calls)	0.5051
Implied Volatility (Puts)	0.5138
Implied Volatility (Mean)	0.5095
Put-Call Implied Volatility Ratio	1.0170
Implied Volatility Skew	-0.0016
Option Statistics
Put-Call Ratio (Volume)	1.6824
Put-Call Ratio (Open Interest)	0.8215
Forward Price	44.80
Call Breakeven Price	69.64
Put Breakeven Price	33.33
Option Breakeven Price	53.47