Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2240 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2240
Historical Volatility (Parkinson)	0.2255
Implied Volatility (Calls)	0.3592
Implied Volatility (Puts)	0.1719
Implied Volatility (Mean)	0.2655
Put-Call Implied Volatility Ratio	0.4786
Implied Volatility Skew	0.0302
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0163
Forward Price	35.02
Call Breakeven Price	35.56
Put Breakeven Price	23.62
Option Breakeven Price	35.47