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.

NorthWestern Corporation (NWE) had 30-Day Historical Volatility (Close-to-Close) of 0.1610 for 2025-10-10.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1610
Historical Volatility (Parkinson)	0.1523
Implied Volatility (Calls)	0.2734
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)	0.0000