Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.1999 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)	0.1999
Historical Volatility (Parkinson)	0.1667
Implied Volatility (Calls)	0.2302
Implied Volatility (Puts)	0.2657
Implied Volatility (Mean)	0.2479
Put-Call Implied Volatility Ratio	1.1546
Implied Volatility Skew	0.0085
Option Statistics
Put-Call Ratio (Volume)	0.3158
Put-Call Ratio (Open Interest)	0.3328
Forward Price	382.59
Call Breakeven Price	429.69
Put Breakeven Price	335.67
Option Breakeven Price	406.73