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.

MarketAxess Holdings Inc. (MKTX) had 120-Day Historical Volatility (Close-to-Close) of 0.4251 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)	0.4251
Historical Volatility (Parkinson)	0.3560
Implied Volatility (Calls)	0.3784
Implied Volatility (Puts)	0.4004
Implied Volatility (Mean)	0.3894
Put-Call Implied Volatility Ratio	1.0581
Implied Volatility Skew	0.0084
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.3371
Forward Price	208.89
Call Breakeven Price	261.81
Put Breakeven Price	178.53
Option Breakeven Price	197.41