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.

Walmart Inc. (WMT) had 30-Day Historical Volatility (Close-to-Close) of 0.1296 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1296
Historical Volatility (Parkinson)	0.1457
Implied Volatility (Calls)	0.2047
Implied Volatility (Puts)	0.2380
Implied Volatility (Mean)	0.2213
Put-Call Implied Volatility Ratio	1.1627
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6431
Put-Call Ratio (Open Interest)	0.2970
Forward Price	60.25
Call Breakeven Price	62.20
Put Breakeven Price	55.75
Option Breakeven Price	60.72