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.

Financial Select Sector SPDR ETF (XLF) had 10-Day Historical Volatility (Close-to-Close) of 0.1044 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1044
Historical Volatility (Parkinson)	0.1442
Implied Volatility (Calls)	0.1708
Implied Volatility (Puts)	0.1678
Implied Volatility (Mean)	0.1693
Put-Call Implied Volatility Ratio	0.9823
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.4680
Put-Call Ratio (Open Interest)	2.3161
Forward Price	39.93
Call Breakeven Price	41.90
Put Breakeven Price	37.89
Option Breakeven Price	39.11