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.

Northwest Natural Gas Company (NWN) had 180-Day Historical Volatility (Close-to-Close) of 0.3026 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3026
Historical Volatility (Parkinson)	0.2225
Implied Volatility (Calls)	0.1490
Implied Volatility (Puts)	0.2945
Implied Volatility (Mean)	0.2217
Put-Call Implied Volatility Ratio	1.9766
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2421
Forward Price	36.23
Call Breakeven Price	41.04
Put Breakeven Price	28.53
Option Breakeven Price	38.61