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 0.2749 for 2021-11-26.

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

Figures for 2021-11-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2749
Historical Volatility (Parkinson)	0.2045
Implied Volatility (Calls)	0.3074
Implied Volatility (Puts)	0.3547
Implied Volatility (Mean)	0.3310
Put-Call Implied Volatility Ratio	1.1539
Implied Volatility Skew	0.0162
Option Statistics
Put-Call Ratio (Volume)	0.2759
Put-Call Ratio (Open Interest)	1.2218
Forward Price	61.56
Call Breakeven Price	70.09
Put Breakeven Price	47.22
Option Breakeven Price	57.52

Data from Quantcha