Historical Volatility (Close-to-Close) (10-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.

Sysco Corporation (SYY) had 10-Day Historical Volatility (Close-to-Close) of 0.2598 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)	0.2598
Historical Volatility (Parkinson)	0.1745
Implied Volatility (Calls)	0.1669
Implied Volatility (Puts)	0.1674
Implied Volatility (Mean)	0.1672
Put-Call Implied Volatility Ratio	1.0034
Implied Volatility Skew	0.0196
Option Statistics
Put-Call Ratio (Volume)	0.2456
Put-Call Ratio (Open Interest)	0.1819
Forward Price	74.40
Call Breakeven Price	80.64
Put Breakeven Price	69.89
Option Breakeven Price	78.98