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.

Northwest Natural Gas Company (NWN) had 30-Day Historical Volatility (Close-to-Close) of 0.2147 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2147
Historical Volatility (Parkinson)	0.1804
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.4395
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.5233
Forward Price	37.93
Call Breakeven Price	39.70
Put Breakeven Price	34.60
Option Breakeven Price	36.79