Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2304 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)	0.2304
Historical Volatility (Parkinson)	0.1159
Implied Volatility (Calls)	0.3469
Implied Volatility (Puts)	0.2796
Implied Volatility (Mean)	0.3132
Put-Call Implied Volatility Ratio	0.8060
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4645
Forward Price	10.00
Call Breakeven Price	11.32
Put Breakeven Price	9.33
Option Breakeven Price	10.69