Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.3496 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)	0.3496
Historical Volatility (Parkinson)	0.2705
Implied Volatility (Calls)	0.3278
Implied Volatility (Puts)	0.3836
Implied Volatility (Mean)	0.3557
Put-Call Implied Volatility Ratio	1.1703
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1385
Put-Call Ratio (Open Interest)	0.1373
Forward Price	31.92
Call Breakeven Price	37.43
Put Breakeven Price	30.12
Option Breakeven Price	36.55