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.

Vanguard S&P 500 ETF (VOO) had 180-Day Historical Volatility (Close-to-Close) of 0.1094 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)	0.1094
Historical Volatility (Parkinson)	0.0851
Implied Volatility (Calls)	0.1175
Implied Volatility (Puts)	0.1445
Implied Volatility (Mean)	0.1310
Put-Call Implied Volatility Ratio	1.2302
Implied Volatility Skew	0.0029
Option Statistics
Put-Call Ratio (Volume)	0.3730
Put-Call Ratio (Open Interest)	3.8814
Forward Price	495.16
Call Breakeven Price	512.75
Put Breakeven Price	398.07
Option Breakeven Price	436.02