Historical Volatility (Close-to-Close) (10-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.

SPDR S&P 500 ETF (SPY) had 10-Day Historical Volatility (Close-to-Close) of 0.1430 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1430
Historical Volatility (Parkinson)	0.1379
Implied Volatility (Calls)	0.1522
Implied Volatility (Puts)	0.1488
Implied Volatility (Mean)	0.1505
Put-Call Implied Volatility Ratio	0.9778
Implied Volatility Skew	0.0246
Option Statistics
Put-Call Ratio (Volume)	1.6796
Put-Call Ratio (Open Interest)	2.4573
Forward Price	506.48
Call Breakeven Price	522.87
Put Breakeven Price	454.77
Option Breakeven Price	474.47