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.

IQ Merger Arbitrage ETF (MNA) had 180-Day Historical Volatility (Close-to-Close) of 0.0510 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0510
Historical Volatility (Parkinson)	0.0635
Implied Volatility (Calls)	0.1950
Implied Volatility (Puts)	0.2394
Implied Volatility (Mean)	0.2172
Put-Call Implied Volatility Ratio	1.2280
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	31.64
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--