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 0.1584 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1584
Historical Volatility (Parkinson)	0.1438
Implied Volatility (Calls)	0.2016
Implied Volatility (Puts)	0.2102
Implied Volatility (Mean)	0.2059
Put-Call Implied Volatility Ratio	1.0425
Implied Volatility Skew	0.0243
Option Statistics
Put-Call Ratio (Volume)	1.1009
Put-Call Ratio (Open Interest)	1.1161
Forward Price	420.26
Call Breakeven Price	452.15
Put Breakeven Price	394.53
Option Breakeven Price	421.79