Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.1628 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1628
Historical Volatility (Parkinson)	0.1180
Implied Volatility (Calls)	0.1989
Implied Volatility (Puts)	0.2118
Implied Volatility (Mean)	0.2053
Put-Call Implied Volatility Ratio	1.0648
Implied Volatility Skew	0.0456
Option Statistics
Put-Call Ratio (Volume)	1.6679
Put-Call Ratio (Open Interest)	2.0868
Forward Price	435.67
Call Breakeven Price	484.48
Put Breakeven Price	372.43
Option Breakeven Price	408.79