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 0.2387 for 2022-11-29.

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

Figures for 2022-11-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2387
Historical Volatility (Parkinson)	0.1403
Implied Volatility (Calls)	0.2225
Implied Volatility (Puts)	0.2663
Implied Volatility (Mean)	0.2444
Put-Call Implied Volatility Ratio	1.1969
Implied Volatility Skew	0.0201
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.2392
Forward Price	147.27
Call Breakeven Price	159.35
Put Breakeven Price	123.68
Option Breakeven Price	140.33

Data from Quantcha