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.

U.S. Bancorp (USB) had 60-Day Historical Volatility (Close-to-Close) of 0.2480 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)	0.2480
Historical Volatility (Parkinson)	0.2206
Implied Volatility (Calls)	0.2471
Implied Volatility (Puts)	0.2773
Implied Volatility (Mean)	0.2622
Put-Call Implied Volatility Ratio	1.1223
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1989
Put-Call Ratio (Open Interest)	0.9753
Forward Price	41.73
Call Breakeven Price	45.96
Put Breakeven Price	35.44
Option Breakeven Price	40.71