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.

Velocity Financial, Inc. (VEL) had 180-Day Historical Volatility (Close-to-Close) of 0.3579 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)	0.3579
Historical Volatility (Parkinson)	0.5279
Implied Volatility (Calls)	0.2639
Implied Volatility (Puts)	0.2793
Implied Volatility (Mean)	0.2716
Put-Call Implied Volatility Ratio	1.0584
Implied Volatility Skew	0.0309
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5010
Forward Price	18.17
Call Breakeven Price	20.05
Put Breakeven Price	14.27
Option Breakeven Price	18.14