Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.1249 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1249
Historical Volatility (Parkinson)	0.1490
Implied Volatility (Calls)	0.1786
Implied Volatility (Puts)	0.2079
Implied Volatility (Mean)	0.1933
Put-Call Implied Volatility Ratio	1.1643
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4470
Put-Call Ratio (Open Interest)	0.8770
Forward Price	59.10
Call Breakeven Price	62.08
Put Breakeven Price	56.85
Option Breakeven Price	59.88