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.

Stanley Black & Decker, Inc. (SWK) had 30-Day Historical Volatility (Close-to-Close) of 0.3474 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3474
Historical Volatility (Parkinson)	0.2231
Implied Volatility (Calls)	0.2646
Implied Volatility (Puts)	0.2915
Implied Volatility (Mean)	0.2780
Put-Call Implied Volatility Ratio	1.1019
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.6522
Put-Call Ratio (Open Interest)	1.0097
Forward Price	85.04
Call Breakeven Price	97.86
Put Breakeven Price	78.58
Option Breakeven Price	87.82