Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.2509 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)	0.2509
Historical Volatility (Parkinson)	0.2367
Implied Volatility (Calls)	0.5888
Implied Volatility (Puts)	0.5768
Implied Volatility (Mean)	0.5828
Put-Call Implied Volatility Ratio	0.9797
Implied Volatility Skew	-0.0017
Option Statistics
Put-Call Ratio (Volume)	0.1250
Put-Call Ratio (Open Interest)	1.3183
Forward Price	209.80
Call Breakeven Price	242.26
Put Breakeven Price	191.36
Option Breakeven Price	213.32