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.

Exxon Mobil Corporation (XOM) had 150-Day Historical Volatility (Close-to-Close) of 0.3888 for 2022-09-30.

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

Figures for 2022-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3888
Historical Volatility (Parkinson)	0.2954
Implied Volatility (Calls)	0.3576
Implied Volatility (Puts)	0.4160
Implied Volatility (Mean)	0.3868
Put-Call Implied Volatility Ratio	1.1633
Implied Volatility Skew	0.0289
Option Statistics
Put-Call Ratio (Volume)	1.3710
Put-Call Ratio (Open Interest)	0.9126
Forward Price	87.48
Call Breakeven Price	107.18
Put Breakeven Price	72.45
Option Breakeven Price	90.76

Data from Quantcha