Historical Volatility (Close-to-Close) (30-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.

Norfolk Southern Corporation (NSC) had 30-Day Historical Volatility (Close-to-Close) of 0.2039 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2039
Historical Volatility (Parkinson)	0.2048
Implied Volatility (Calls)	0.2481
Implied Volatility (Puts)	0.2933
Implied Volatility (Mean)	0.2707
Put-Call Implied Volatility Ratio	1.1822
Implied Volatility Skew	-0.0592
Option Statistics
Put-Call Ratio (Volume)	21.0000
Put-Call Ratio (Open Interest)	0.5833
Forward Price	236.05
Call Breakeven Price	256.38
Put Breakeven Price	230.55
Option Breakeven Price	246.87