Historical Volatility (Close-to-Close) (30-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.

Vector Group Ltd. (VGR) had 30-Day Historical Volatility (Close-to-Close) of 0.2137 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2137
Historical Volatility (Parkinson)	0.2020
Implied Volatility (Calls)	0.4149
Implied Volatility (Puts)	0.3971
Implied Volatility (Mean)	0.4060
Put-Call Implied Volatility Ratio	0.9573
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0842
Forward Price	10.61
Call Breakeven Price	11.14
Put Breakeven Price	9.81
Option Breakeven Price	10.48