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.

Saia, Inc. (SAIA) had 30-Day Historical Volatility (Close-to-Close) of 0.8632 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8632
Historical Volatility (Parkinson)	0.4675
Implied Volatility (Calls)	0.4086
Implied Volatility (Puts)	0.4056
Implied Volatility (Mean)	0.4071
Put-Call Implied Volatility Ratio	0.9928
Implied Volatility Skew	0.0486
Option Statistics
Put-Call Ratio (Volume)	8.5670
Put-Call Ratio (Open Interest)	0.7256
Forward Price	397.82
Call Breakeven Price	595.72
Put Breakeven Price	367.86
Option Breakeven Price	502.08