Historical Volatility (Close-to-Close) (120-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.

Vanguard S&P 500 ETF (VOO) had 120-Day Historical Volatility (Close-to-Close) of 0.1167 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1167
Historical Volatility (Parkinson)	0.0891
Implied Volatility (Calls)	0.1064
Implied Volatility (Puts)	0.1294
Implied Volatility (Mean)	0.1179
Put-Call Implied Volatility Ratio	1.2166
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6926
Put-Call Ratio (Open Interest)	3.3342
Forward Price	492.94
Call Breakeven Price	506.89
Put Breakeven Price	415.44
Option Breakeven Price	441.71