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.

ProShares UltraPro Short S&P500 (SPXU) had 30-Day Historical Volatility (Close-to-Close) of 0.4081 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4081
Historical Volatility (Parkinson)	0.3405
Implied Volatility (Calls)	0.3550
Implied Volatility (Puts)	0.3738
Implied Volatility (Mean)	0.3644
Put-Call Implied Volatility Ratio	1.0530
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7756
Put-Call Ratio (Open Interest)	0.4778
Forward Price	33.81
Call Breakeven Price	38.03
Put Breakeven Price	31.67
Option Breakeven Price	36.14