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.

Teradata Corporation (TDC) had 30-Day Historical Volatility (Close-to-Close) of 0.2012 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2012
Historical Volatility (Parkinson)	0.1957
Implied Volatility (Calls)	0.5153
Implied Volatility (Puts)	0.5104
Implied Volatility (Mean)	0.5129
Put-Call Implied Volatility Ratio	0.9906
Implied Volatility Skew	-0.0028
Option Statistics
Put-Call Ratio (Volume)	0.1600
Put-Call Ratio (Open Interest)	0.6242
Forward Price	37.55
Call Breakeven Price	41.00
Put Breakeven Price	34.29
Option Breakeven Price	38.54