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.

Invesco QQQ (QQQ) had 30-Day Historical Volatility (Close-to-Close) of 0.1678 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)	0.1678
Historical Volatility (Parkinson)	0.1495
Implied Volatility (Calls)	0.2618
Implied Volatility (Puts)	0.1469
Implied Volatility (Mean)	0.2043
Put-Call Implied Volatility Ratio	0.5611
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.6553
Put-Call Ratio (Open Interest)	1.1046
Forward Price	431.85
Call Breakeven Price	451.45
Put Breakeven Price	397.07
Option Breakeven Price	422.89