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.

Western Digital Corporation (WDC) had 30-Day Historical Volatility (Close-to-Close) of 0.4176 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4176
Historical Volatility (Parkinson)	0.4090
Implied Volatility (Calls)	0.5293
Implied Volatility (Puts)	0.5347
Implied Volatility (Mean)	0.5320
Put-Call Implied Volatility Ratio	1.0101
Implied Volatility Skew	0.0148
Option Statistics
Put-Call Ratio (Volume)	0.2055
Put-Call Ratio (Open Interest)	0.2253
Forward Price	66.30
Call Breakeven Price	78.63
Put Breakeven Price	62.31
Option Breakeven Price	75.57