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.

U.S. Bancorp (USB) had 180-Day Historical Volatility (Close-to-Close) of 0.2825 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)	0.2825
Historical Volatility (Parkinson)	0.2340
Implied Volatility (Calls)	0.2371
Implied Volatility (Puts)	0.3249
Implied Volatility (Mean)	0.2810
Put-Call Implied Volatility Ratio	1.3705
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4210
Put-Call Ratio (Open Interest)	0.6116
Forward Price	41.68
Call Breakeven Price	47.20
Put Breakeven Price	34.93
Option Breakeven Price	43.04