Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.5811 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)	0.5811
Historical Volatility (Parkinson)	0.4872
Implied Volatility (Calls)	0.5805
Implied Volatility (Puts)	0.5901
Implied Volatility (Mean)	0.5853
Put-Call Implied Volatility Ratio	1.0164
Implied Volatility Skew	-0.2171
Option Statistics
Put-Call Ratio (Volume)	0.1016
Put-Call Ratio (Open Interest)	0.1585
Forward Price	12.25
Call Breakeven Price	13.34
Put Breakeven Price	10.59
Option Breakeven Price	12.97