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.

Science Applications International Corporation (SAIC) had 30-Day Historical Volatility (Close-to-Close) of 0.2005 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)	0.2005
Historical Volatility (Parkinson)	0.1803
Implied Volatility (Calls)	0.2457
Implied Volatility (Puts)	0.2444
Implied Volatility (Mean)	0.2451
Put-Call Implied Volatility Ratio	0.9945
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4298
Forward Price	129.60
Call Breakeven Price	139.94
Put Breakeven Price	117.50
Option Breakeven Price	133.67