Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.2130 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2130
Historical Volatility (Parkinson)	0.2175
Implied Volatility (Calls)	0.2268
Implied Volatility (Puts)	0.2536
Implied Volatility (Mean)	0.2402
Put-Call Implied Volatility Ratio	1.1178
Implied Volatility Skew	0.0091
Option Statistics
Put-Call Ratio (Volume)	2.7743
Put-Call Ratio (Open Interest)	4.4994
Forward Price	274.46
Call Breakeven Price	291.18
Put Breakeven Price	215.04
Option Breakeven Price	237.26