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.

Tradeweb Markets Inc. (TW) had 30-Day Historical Volatility (Close-to-Close) of 0.2056 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2056
Historical Volatility (Parkinson)	0.2139
Implied Volatility (Calls)	0.3131
Implied Volatility (Puts)	0.2392
Implied Volatility (Mean)	0.2761
Put-Call Implied Volatility Ratio	0.7640
Implied Volatility Skew	0.0306
Option Statistics
Put-Call Ratio (Volume)	0.3988
Put-Call Ratio (Open Interest)	1.7109
Forward Price	104.17
Call Breakeven Price	109.48
Put Breakeven Price	83.95
Option Breakeven Price	94.78