Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.1844 for 2023-03-30.

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

Figures for 2023-03-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1844
Historical Volatility (Parkinson)	0.1279
Implied Volatility (Calls)	0.2081
Implied Volatility (Puts)	0.2248
Implied Volatility (Mean)	0.2165
Put-Call Implied Volatility Ratio	1.0805
Implied Volatility Skew	0.0605
Option Statistics
Put-Call Ratio (Volume)	0.1144
Put-Call Ratio (Open Interest)	0.6046
Forward Price	140.86
Call Breakeven Price	159.46
Put Breakeven Price	124.20
Option Breakeven Price	147.13