Historical Volatility (Close-to-Close) (150-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.

Teledyne Technologies Incorporated (TDY) had 150-Day Historical Volatility (Close-to-Close) of 0.2680 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)	0.2680
Historical Volatility (Parkinson)	0.1965
Implied Volatility (Calls)	0.2152
Implied Volatility (Puts)	0.2277
Implied Volatility (Mean)	0.2215
Put-Call Implied Volatility Ratio	1.0583
Implied Volatility Skew	0.0161
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6465
Forward Price	392.89
Call Breakeven Price	492.30
Put Breakeven Price	345.10
Option Breakeven Price	446.33