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 0.1278 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1278
Historical Volatility (Parkinson)	0.1452
Implied Volatility (Calls)	0.2080
Implied Volatility (Puts)	0.2336
Implied Volatility (Mean)	0.2208
Put-Call Implied Volatility Ratio	1.1232
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1094
Put-Call Ratio (Open Interest)	0.2510
Forward Price	59.96
Call Breakeven Price	61.65
Put Breakeven Price	55.70
Option Breakeven Price	60.46