Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.4699 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4699
Historical Volatility (Parkinson)	0.2388
Implied Volatility (Calls)	0.3336
Implied Volatility (Puts)	0.3285
Implied Volatility (Mean)	0.3310
Put-Call Implied Volatility Ratio	0.9847
Implied Volatility Skew	0.0163
Option Statistics
Put-Call Ratio (Volume)	1.3636
Put-Call Ratio (Open Interest)	0.2665
Forward Price	34.89
Call Breakeven Price	42.01
Put Breakeven Price	29.51
Option Breakeven Price	39.38