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.

Toyota Motor Corporation (TM) had 20-Day Historical Volatility (Close-to-Close) of 0.1860 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1860
Historical Volatility (Parkinson)	0.1141
Implied Volatility (Calls)	0.2910
Implied Volatility (Puts)	0.2880
Implied Volatility (Mean)	0.2895
Put-Call Implied Volatility Ratio	0.9895
Implied Volatility Skew	0.0158
Option Statistics
Put-Call Ratio (Volume)	1.4464
Put-Call Ratio (Open Interest)	1.2415
Forward Price	233.74
Call Breakeven Price	256.07
Put Breakeven Price	221.46
Option Breakeven Price	236.90