Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2767 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)	0.2767
Historical Volatility (Parkinson)	0.3456
Implied Volatility (Calls)	0.2785
Implied Volatility (Puts)	0.5236
Implied Volatility (Mean)	0.4011
Put-Call Implied Volatility Ratio	1.8797
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1910
Forward Price	14.90
Call Breakeven Price	15.57
Put Breakeven Price	13.40
Option Breakeven Price	15.27