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.

SkyWest, Inc. (SKYW) had 30-Day Historical Volatility (Close-to-Close) of 0.2984 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)	0.2984
Historical Volatility (Parkinson)	0.3684
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.5044
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4687
Put-Call Ratio (Open Interest)	0.3241
Forward Price	76.81
Call Breakeven Price	82.05
Put Breakeven Price	65.20
Option Breakeven Price	77.70