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.

Constellation Brands Inc (STZ) had 30-Day Historical Volatility (Close-to-Close) of 0.1562 for 2024-04-24.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1562
Historical Volatility (Parkinson)	0.1894
Implied Volatility (Calls)	0.1502
Implied Volatility (Puts)	0.1816
Implied Volatility (Mean)	0.1659
Put-Call Implied Volatility Ratio	1.2092
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	1.5556
Forward Price	261.78
Call Breakeven Price	272.25
Put Breakeven Price	244.82
Option Breakeven Price	255.55