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.

Sysco Corporation (SYY) had 60-Day Historical Volatility (Close-to-Close) of 0.1754 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)	0.1754
Historical Volatility (Parkinson)	0.1455
Implied Volatility (Calls)	0.1670
Implied Volatility (Puts)	0.1727
Implied Volatility (Mean)	0.1698
Put-Call Implied Volatility Ratio	1.0347
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	11.5123
Put-Call Ratio (Open Interest)	0.5011
Forward Price	74.81
Call Breakeven Price	81.51
Put Breakeven Price	71.50
Option Breakeven Price	77.99