Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2279 for 2022-09-30.

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

Figures for 2022-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2279
Historical Volatility (Parkinson)	0.1488
Implied Volatility (Calls)	0.2982
Implied Volatility (Puts)	0.2904
Implied Volatility (Mean)	0.2943
Put-Call Implied Volatility Ratio	0.9738
Implied Volatility Skew	0.0469
Option Statistics
Put-Call Ratio (Volume)	113.3753
Put-Call Ratio (Open Interest)	0.3536
Forward Price	132.07
Call Breakeven Price	187.75
Put Breakeven Price	123.94
Option Breakeven Price	168.78

Data from Quantcha