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.

Constellation Brands Inc (STZ) had 60-Day Historical Volatility (Close-to-Close) of 0.1579 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1579
Historical Volatility (Parkinson)	0.1706
Implied Volatility (Calls)	0.1575
Implied Volatility (Puts)	0.1823
Implied Volatility (Mean)	0.1699
Put-Call Implied Volatility Ratio	1.1577
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3942
Put-Call Ratio (Open Interest)	1.2275
Forward Price	261.97
Call Breakeven Price	276.95
Put Breakeven Price	220.22
Option Breakeven Price	246.51