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.

U.S. Bancorp (USB) had 120-Day Historical Volatility (Close-to-Close) of 0.2512 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2512
Historical Volatility (Parkinson)	0.2327
Implied Volatility (Calls)	0.2430
Implied Volatility (Puts)	0.2996
Implied Volatility (Mean)	0.2713
Put-Call Implied Volatility Ratio	1.2327
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7890
Put-Call Ratio (Open Interest)	0.6719
Forward Price	41.79
Call Breakeven Price	47.52
Put Breakeven Price	37.10
Option Breakeven Price	43.35