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.

Proshares Short QQQ (PSQ) had 20-Day Historical Volatility (Close-to-Close) of 0.0876 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0876
Historical Volatility (Parkinson)	0.0904
Implied Volatility (Calls)	0.1376
Implied Volatility (Puts)	0.1420
Implied Volatility (Mean)	0.1398
Put-Call Implied Volatility Ratio	1.0315
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0238
Put-Call Ratio (Open Interest)	0.0722
Forward Price	43.07
Call Breakeven Price	48.38
Put Breakeven Price	42.57
Option Breakeven Price	47.99