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.

Old Second Bancorp, Inc. (OSBC) had 30-Day Historical Volatility (Close-to-Close) of 0.2787 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)	0.2787
Historical Volatility (Parkinson)	0.2804
Implied Volatility (Calls)	0.4502
Implied Volatility (Puts)	0.4004
Implied Volatility (Mean)	0.4253
Put-Call Implied Volatility Ratio	0.8893
Implied Volatility Skew	0.1124
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0672
Forward Price	14.20
Call Breakeven Price	15.36
Put Breakeven Price	13.50
Option Breakeven Price	15.23