Historical Volatility (Close-to-Close) (20-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.

New York Community Bancorp, Inc. (NYCB) had 20-Day Historical Volatility (Close-to-Close) of 0.4772 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4772
Historical Volatility (Parkinson)	0.3264
Implied Volatility (Calls)	0.3640
Implied Volatility (Puts)	0.3837
Implied Volatility (Mean)	0.3738
Put-Call Implied Volatility Ratio	1.0542
Implied Volatility Skew	0.1221
Option Statistics
Put-Call Ratio (Volume)	2.8000
Put-Call Ratio (Open Interest)	1.1683
Forward Price	10.50
Call Breakeven Price	11.08
Put Breakeven Price	8.60
Option Breakeven Price	9.74