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.

The Bank of N.T. Butterfield & Son Limited (NTB) had 30-Day Historical Volatility (Close-to-Close) of 0.1981 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1981
Historical Volatility (Parkinson)	0.1599
Implied Volatility (Calls)	0.3863
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	8.4521
Forward Price	33.92
Call Breakeven Price	35.94
Put Breakeven Price	25.36
Option Breakeven Price	26.69