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.

NMI Holdings Inc (NMIH) had 180-Day Historical Volatility (Close-to-Close) of 0.2175 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2175
Historical Volatility (Parkinson)	0.2237
Implied Volatility (Calls)	0.2442
Implied Volatility (Puts)	0.2748
Implied Volatility (Mean)	0.2595
Put-Call Implied Volatility Ratio	1.1254
Implied Volatility Skew	0.0037
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3647
Forward Price	33.99
Call Breakeven Price	35.52
Put Breakeven Price	23.15
Option Breakeven Price	33.25