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.

TEGNA Inc. (TGNA) had 30-Day Historical Volatility (Close-to-Close) of 0.2689 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2689
Historical Volatility (Parkinson)	0.1987
Implied Volatility (Calls)	0.4152
Implied Volatility (Puts)	0.3894
Implied Volatility (Mean)	0.4023
Put-Call Implied Volatility Ratio	0.9379
Implied Volatility Skew	0.0967
Option Statistics
Put-Call Ratio (Volume)	0.0435
Put-Call Ratio (Open Interest)	0.3171
Forward Price	14.81
Call Breakeven Price	15.64
Put Breakeven Price	13.32
Option Breakeven Price	15.10