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 0.3938 for 2023-03-24.

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

Figures for 2023-03-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3938
Historical Volatility (Parkinson)	0.4880
Implied Volatility (Calls)	0.6541
Implied Volatility (Puts)	0.5469
Implied Volatility (Mean)	0.6005
Put-Call Implied Volatility Ratio	0.8361
Implied Volatility Skew	0.0951
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	5.5081
Forward Price	25.66
Call Breakeven Price	33.78
Put Breakeven Price	24.47
Option Breakeven Price	24.57