Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.3357 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3357
Historical Volatility (Parkinson)	0.5062
Implied Volatility (Calls)	0.4035
Implied Volatility (Puts)	0.4025
Implied Volatility (Mean)	0.4030
Put-Call Implied Volatility Ratio	0.9976
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5308
Put-Call Ratio (Open Interest)	0.6811
Forward Price	69.83
Call Breakeven Price	75.44
Put Breakeven Price	61.95
Option Breakeven Price	70.15