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.

MarketAxess Holdings Inc. (MKTX) had 30-Day Historical Volatility (Close-to-Close) of 0.3006 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3006
Historical Volatility (Parkinson)	0.2519
Implied Volatility (Calls)	0.4370
Implied Volatility (Puts)	0.4607
Implied Volatility (Mean)	0.4489
Put-Call Implied Volatility Ratio	1.0543
Implied Volatility Skew	0.0109
Option Statistics
Put-Call Ratio (Volume)	1.3000
Put-Call Ratio (Open Interest)	1.4570
Forward Price	203.51
Call Breakeven Price	249.41
Put Breakeven Price	192.91
Option Breakeven Price	215.90