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.

Lamb Weston (LW) had 90-Day Historical Volatility (Close-to-Close) of 0.4907 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4907
Historical Volatility (Parkinson)	0.2676
Implied Volatility (Calls)	0.2578
Implied Volatility (Puts)	0.2652
Implied Volatility (Mean)	0.2615
Put-Call Implied Volatility Ratio	1.0288
Implied Volatility Skew	0.0104
Option Statistics
Put-Call Ratio (Volume)	0.1408
Put-Call Ratio (Open Interest)	1.1904
Forward Price	87.95
Call Breakeven Price	95.16
Put Breakeven Price	74.76
Option Breakeven Price	84.64