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.

WESCO International, Inc. (WCC) had 30-Day Historical Volatility (Close-to-Close) of 0.3314 for 2022-08-05.

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

Figures for 2022-08-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3314
Historical Volatility (Parkinson)	0.3402
Implied Volatility (Calls)	0.3921
Implied Volatility (Puts)	0.3875
Implied Volatility (Mean)	0.3898
Put-Call Implied Volatility Ratio	0.9883
Implied Volatility Skew	0.0790
Option Statistics
Put-Call Ratio (Volume)	0.6573
Put-Call Ratio (Open Interest)	0.8346
Forward Price	133.16
Call Breakeven Price	146.50
Put Breakeven Price	108.48
Option Breakeven Price	129.62

Data from Quantcha