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 Midstream Partners, LP (WES) had 30-Day Historical Volatility (Close-to-Close) of 0.1776 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1776
Historical Volatility (Parkinson)	0.1856
Implied Volatility (Calls)	0.2037
Implied Volatility (Puts)	0.2166
Implied Volatility (Mean)	0.2102
Put-Call Implied Volatility Ratio	1.0633
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8441
Put-Call Ratio (Open Interest)	1.9312
Forward Price	34.17
Call Breakeven Price	36.87
Put Breakeven Price	29.03
Option Breakeven Price	32.14