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.

Toyota Motor Corporation (TM) had 150-Day Historical Volatility (Close-to-Close) of 0.2201 for 2021-11-30.

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

Figures for 2021-11-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2201
Historical Volatility (Parkinson)	0.1101
Implied Volatility (Calls)	0.2555
Implied Volatility (Puts)	0.2640
Implied Volatility (Mean)	0.2598
Put-Call Implied Volatility Ratio	1.0333
Implied Volatility Skew	0.0091
Option Statistics
Put-Call Ratio (Volume)	6.6231
Put-Call Ratio (Open Interest)	1.4962
Forward Price	178.93
Call Breakeven Price	201.09
Put Breakeven Price	155.56
Option Breakeven Price	174.42

Data from Quantcha