Historical Volatility (Close-to-Close) (10-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.

Renasant Corporation (RNST) had 10-Day Historical Volatility (Close-to-Close) of 0.2817 for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2817
Historical Volatility (Parkinson)	0.3445
Implied Volatility (Calls)	0.3414
Implied Volatility (Puts)	0.4603
Implied Volatility (Mean)	0.4008
Put-Call Implied Volatility Ratio	1.3482
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0312
Forward Price	29.61
Call Breakeven Price	30.62
Put Breakeven Price	30.10
Option Breakeven Price	30.61