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.

Trane Technologies plc (TT) had 120-Day Historical Volatility (Close-to-Close) of 0.2223 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2223
Historical Volatility (Parkinson)	0.1852
Implied Volatility (Calls)	0.2321
Implied Volatility (Puts)	0.2540
Implied Volatility (Mean)	0.2431
Put-Call Implied Volatility Ratio	1.0946
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1334
Put-Call Ratio (Open Interest)	0.3745
Forward Price	320.83
Call Breakeven Price	339.38
Put Breakeven Price	255.57
Option Breakeven Price	318.78