Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.1726 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1726
Historical Volatility (Parkinson)	0.1494
Implied Volatility (Calls)	0.2100
Implied Volatility (Puts)	0.2105
Implied Volatility (Mean)	0.2102
Put-Call Implied Volatility Ratio	1.0021
Implied Volatility Skew	0.0798
Option Statistics
Put-Call Ratio (Volume)	3.7060
Put-Call Ratio (Open Interest)	2.1110
Forward Price	394.94
Call Breakeven Price	425.67
Put Breakeven Price	350.33
Option Breakeven Price	374.67