Historical Volatility (Close-to-Close) (90-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.

VALE S.A. (VALE) had 90-Day Historical Volatility (Close-to-Close) of 0.2560 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2560
Historical Volatility (Parkinson)	0.1783
Implied Volatility (Calls)	0.2782
Implied Volatility (Puts)	0.3208
Implied Volatility (Mean)	0.2995
Put-Call Implied Volatility Ratio	1.1534
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1429
Put-Call Ratio (Open Interest)	0.6196
Forward Price	12.72
Call Breakeven Price	13.89
Put Breakeven Price	11.55
Option Breakeven Price	13.01