Historical Volatility (Close-to-Close) (120-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.

Moody's Corporation (MCO) had 120-Day Historical Volatility (Close-to-Close) of 0.2193 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)	0.2193
Historical Volatility (Parkinson)	0.1676
Implied Volatility (Calls)	0.2343
Implied Volatility (Puts)	0.2522
Implied Volatility (Mean)	0.2433
Put-Call Implied Volatility Ratio	1.0764
Implied Volatility Skew	0.0268
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7389
Forward Price	377.96
Call Breakeven Price	436.38
Put Breakeven Price	321.48
Option Breakeven Price	387.82