Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.2104 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)	0.2104
Historical Volatility (Parkinson)	0.2148
Implied Volatility (Calls)	0.2394
Implied Volatility (Puts)	0.2491
Implied Volatility (Mean)	0.2442
Put-Call Implied Volatility Ratio	1.0402
Implied Volatility Skew	0.0167
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	3.3544
Forward Price	107.98
Call Breakeven Price	124.37
Put Breakeven Price	84.81
Option Breakeven Price	100.59