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.

Science Applications International Corporation (SAIC) had 60-Day Historical Volatility (Close-to-Close) of 0.3112 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)	0.3112
Historical Volatility (Parkinson)	0.2295
Implied Volatility (Calls)	0.2516
Implied Volatility (Puts)	0.2743
Implied Volatility (Mean)	0.2629
Put-Call Implied Volatility Ratio	1.0901
Implied Volatility Skew	0.0306
Option Statistics
Put-Call Ratio (Volume)	0.4000
Put-Call Ratio (Open Interest)	0.2641
Forward Price	137.39
Call Breakeven Price	146.89
Put Breakeven Price	118.18
Option Breakeven Price	140.89