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.

The ODP Corporation (ODP) had 20-Day Historical Volatility (Close-to-Close) of 0.8193 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)	0.8193
Historical Volatility (Parkinson)	0.4670
Implied Volatility (Calls)	0.7738
Implied Volatility (Puts)	1.0851
Implied Volatility (Mean)	0.9295
Put-Call Implied Volatility Ratio	1.4023
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.9905
Put-Call Ratio (Open Interest)	0.3778
Forward Price	40.65
Call Breakeven Price	54.95
Put Breakeven Price	39.10
Option Breakeven Price	50.98