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.

ProShares UltraShort MidCap400 (MZZ) had 90-Day Historical Volatility (Close-to-Close) of 0.2614 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)	0.2614
Historical Volatility (Parkinson)	0.1216
Implied Volatility (Calls)	0.9865
Implied Volatility (Puts)	1.0514
Implied Volatility (Mean)	1.0190
Put-Call Implied Volatility Ratio	1.0658
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	10.77
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--