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.

ProShares UltraPro Short QQQ (SQQQ) had 30-Day Historical Volatility (Close-to-Close) of 0.4254 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4254
Historical Volatility (Parkinson)	0.3981
Implied Volatility (Calls)	0.6164
Implied Volatility (Puts)	0.6198
Implied Volatility (Mean)	0.6181
Put-Call Implied Volatility Ratio	1.0055
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1683
Put-Call Ratio (Open Interest)	0.1874
Forward Price	11.91
Call Breakeven Price	13.07
Put Breakeven Price	9.79
Option Breakeven Price	12.55