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.

Old Second Bancorp, Inc. (OSBC) had 20-Day Historical Volatility (Close-to-Close) of 0.2900 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2900
Historical Volatility (Parkinson)	0.3020
Implied Volatility (Calls)	0.6249
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0347
Forward Price	14.61
Call Breakeven Price	15.29
Put Breakeven Price	14.38
Option Breakeven Price	15.25