Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.6553 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)	0.6553
Historical Volatility (Parkinson)	0.4030
Implied Volatility (Calls)	0.3381
Implied Volatility (Puts)	0.3428
Implied Volatility (Mean)	0.3404
Put-Call Implied Volatility Ratio	1.0140
Implied Volatility Skew	0.0296
Option Statistics
Put-Call Ratio (Volume)	4.8261
Put-Call Ratio (Open Interest)	0.7386
Forward Price	411.10
Call Breakeven Price	521.66
Put Breakeven Price	344.68
Option Breakeven Price	446.47