Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.4916 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4916
Historical Volatility (Parkinson)	0.3730
Implied Volatility (Calls)	0.5400
Implied Volatility (Puts)	0.6033
Implied Volatility (Mean)	0.5716
Put-Call Implied Volatility Ratio	1.1173
Implied Volatility Skew	-0.0732
Option Statistics
Put-Call Ratio (Volume)	0.0360
Put-Call Ratio (Open Interest)	0.1577
Forward Price	12.26
Call Breakeven Price	18.80
Put Breakeven Price	9.83
Option Breakeven Price	17.38