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 0.3283 for 2021-11-30.

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

Figures for 2021-11-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3283
Historical Volatility (Parkinson)	0.2306
Implied Volatility (Calls)	0.3445
Implied Volatility (Puts)	0.3410
Implied Volatility (Mean)	0.3428
Put-Call Implied Volatility Ratio	0.9898
Implied Volatility Skew	0.0923
Option Statistics
Put-Call Ratio (Volume)	0.3122
Put-Call Ratio (Open Interest)	0.4894
Forward Price	60.19
Call Breakeven Price	66.36
Put Breakeven Price	56.79
Option Breakeven Price	63.24

Data from Quantcha