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.

SPDR S&P 500 ETF (SPY) had 30-Day Historical Volatility (Close-to-Close) of 0.1117 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1117
Historical Volatility (Parkinson)	0.1042
Implied Volatility (Calls)	0.1644
Implied Volatility (Puts)	0.1629
Implied Volatility (Mean)	0.1637
Put-Call Implied Volatility Ratio	0.9910
Implied Volatility Skew	0.0462
Option Statistics
Put-Call Ratio (Volume)	1.8363
Put-Call Ratio (Open Interest)	4.5614
Forward Price	501.73
Call Breakeven Price	526.76
Put Breakeven Price	446.38
Option Breakeven Price	461.39