Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2061 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)	0.2061
Historical Volatility (Parkinson)	0.2009
Implied Volatility (Calls)	0.2172
Implied Volatility (Puts)	0.2379
Implied Volatility (Mean)	0.2276
Put-Call Implied Volatility Ratio	1.0952
Implied Volatility Skew	-0.0393
Option Statistics
Put-Call Ratio (Volume)	0.5146
Put-Call Ratio (Open Interest)	0.6737
Forward Price	318.56
Call Breakeven Price	331.84
Put Breakeven Price	269.89
Option Breakeven Price	307.92