Historical Volatility (Close-to-Close) (120-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 ODP Corporation (ODP) had 120-Day Historical Volatility (Close-to-Close) of 0.4166 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4166
Historical Volatility (Parkinson)	0.3037
Implied Volatility (Calls)	0.3076
Implied Volatility (Puts)	0.3064
Implied Volatility (Mean)	0.3070
Put-Call Implied Volatility Ratio	0.9959
Implied Volatility Skew	0.0314
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.6423
Forward Price	41.34
Call Breakeven Price	61.08
Put Breakeven Price	36.65
Option Breakeven Price	51.31