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 0.1437 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1437
Historical Volatility (Parkinson)	0.1008
Implied Volatility (Calls)	0.1269
Implied Volatility (Puts)	0.1596
Implied Volatility (Mean)	0.1433
Put-Call Implied Volatility Ratio	1.2577
Implied Volatility Skew	0.0224
Option Statistics
Put-Call Ratio (Volume)	3.4248
Put-Call Ratio (Open Interest)	2.3869
Forward Price	420.49
Call Breakeven Price	435.55
Put Breakeven Price	370.93
Option Breakeven Price	390.00