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.

Norfolk Southern Corporation (NSC) had 180-Day Historical Volatility (Close-to-Close) of 0.2457 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2457
Historical Volatility (Parkinson)	0.1975
Implied Volatility (Calls)	0.2434
Implied Volatility (Puts)	0.2708
Implied Volatility (Mean)	0.2571
Put-Call Implied Volatility Ratio	1.1124
Implied Volatility Skew	-0.0014
Option Statistics
Put-Call Ratio (Volume)	0.0340
Put-Call Ratio (Open Interest)	2.3780
Forward Price	238.13
Call Breakeven Price	272.86
Put Breakeven Price	197.46
Option Breakeven Price	238.62