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.

Saia, Inc. (SAIA) had 120-Day Historical Volatility (Close-to-Close) of 0.5698 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5698
Historical Volatility (Parkinson)	0.4152
Implied Volatility (Calls)	0.4146
Implied Volatility (Puts)	0.4197
Implied Volatility (Mean)	0.4172
Put-Call Implied Volatility Ratio	1.0122
Implied Volatility Skew	0.0139
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.3384
Forward Price	414.57
Call Breakeven Price	585.79
Put Breakeven Price	343.77
Option Breakeven Price	513.10