Historical Volatility (Close-to-Close) (120-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.

Ross Stores, Inc. (ROST) had 120-Day Historical Volatility (Close-to-Close) of 0.1462 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1462
Historical Volatility (Parkinson)	0.1547
Implied Volatility (Calls)	0.2536
Implied Volatility (Puts)	0.2608
Implied Volatility (Mean)	0.2572
Put-Call Implied Volatility Ratio	1.0281
Implied Volatility Skew	0.0195
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.1404
Forward Price	129.71
Call Breakeven Price	151.41
Put Breakeven Price	119.60
Option Breakeven Price	131.03