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.

Mitsubishi UFJ Financial Group, Inc. (MUFG) had 120-Day Historical Volatility (Close-to-Close) of 0.2392 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)	0.2392
Historical Volatility (Parkinson)	0.1206
Implied Volatility (Calls)	0.2851
Implied Volatility (Puts)	0.2882
Implied Volatility (Mean)	0.2867
Put-Call Implied Volatility Ratio	1.0108
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3228
Forward Price	9.94
Call Breakeven Price	11.34
Put Breakeven Price	8.64
Option Breakeven Price	10.90