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 0.2176 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)	0.2176
Historical Volatility (Parkinson)	0.1058
Implied Volatility (Calls)	0.2587
Implied Volatility (Puts)	0.2570
Implied Volatility (Mean)	0.2579
Put-Call Implied Volatility Ratio	0.9934
Implied Volatility Skew	0.0255
Option Statistics
Put-Call Ratio (Volume)	1.1322
Put-Call Ratio (Open Interest)	0.4305
Forward Price	178.90
Call Breakeven Price	200.37
Put Breakeven Price	157.99
Option Breakeven Price	190.35

Data from Quantcha