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.

Tractor Supply Company (TSCO) had 30-Day Historical Volatility (Close-to-Close) of 0.2130 for 2024-04-18.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2130
Historical Volatility (Parkinson)	0.2095
Implied Volatility (Calls)	0.3223
Implied Volatility (Puts)	0.3266
Implied Volatility (Mean)	0.3245
Put-Call Implied Volatility Ratio	1.0134
Implied Volatility Skew	0.0153
Option Statistics
Put-Call Ratio (Volume)	0.3151
Put-Call Ratio (Open Interest)	5.1902
Forward Price	248.32
Call Breakeven Price	269.09
Put Breakeven Price	224.31
Option Breakeven Price	231.81