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 0.3208 for 2022-05-20.

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

Figures for 2022-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3208
Historical Volatility (Parkinson)	0.1718
Implied Volatility (Calls)	0.2876
Implied Volatility (Puts)	0.2833
Implied Volatility (Mean)	0.2854
Put-Call Implied Volatility Ratio	0.9850
Implied Volatility Skew	0.0661
Option Statistics
Put-Call Ratio (Volume)	0.7443
Put-Call Ratio (Open Interest)	0.5684
Forward Price	161.26
Call Breakeven Price	183.83
Put Breakeven Price	152.19
Option Breakeven Price	161.06

Data from Quantcha