Historical Volatility (Close-to-Close) (30-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.

Trustmark Corporation (TRMK) had 30-Day Historical Volatility (Close-to-Close) of 0.3569 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)	0.3569
Historical Volatility (Parkinson)	0.2453
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.3084
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1034
Put-Call Ratio (Open Interest)	0.5590
Forward Price	29.51
Call Breakeven Price	30.17
Put Breakeven Price	23.57
Option Breakeven Price	27.80