Historical Volatility (Close-to-Close) (150-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.

Invesco S&P 500 Top 50 ETF (XLG) had 150-Day Historical Volatility (Close-to-Close) of 0.1379 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1379
Historical Volatility (Parkinson)	0.1019
Implied Volatility (Calls)	0.1428
Implied Volatility (Puts)	0.1866
Implied Volatility (Mean)	0.1647
Put-Call Implied Volatility Ratio	1.3067
Implied Volatility Skew	0.0101
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2638
Forward Price	43.60
Call Breakeven Price	44.86
Put Breakeven Price	38.04
Option Breakeven Price	43.57