Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.4654 for 2022-05-20.

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

Figures for 2022-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4654
Historical Volatility (Parkinson)	0.3424
Implied Volatility (Calls)	0.3403
Implied Volatility (Puts)	0.3395
Implied Volatility (Mean)	0.3399
Put-Call Implied Volatility Ratio	0.9976
Implied Volatility Skew	0.0670
Option Statistics
Put-Call Ratio (Volume)	0.6652
Put-Call Ratio (Open Interest)	0.5938
Forward Price	92.00
Call Breakeven Price	96.12
Put Breakeven Price	81.59
Option Breakeven Price	90.77

Data from Quantcha