Historical Volatility (Close-to-Close) (30-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.

SPDR S&P Oil & Gas Exploration & Production ETF (XOP) had 30-Day Historical Volatility (Close-to-Close) of 0.1427 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1427
Historical Volatility (Parkinson)	0.1874
Implied Volatility (Calls)	0.2251
Implied Volatility (Puts)	0.2228
Implied Volatility (Mean)	0.2239
Put-Call Implied Volatility Ratio	0.9900
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2271
Put-Call Ratio (Open Interest)	0.5459
Forward Price	157.59
Call Breakeven Price	168.63
Put Breakeven Price	147.18
Option Breakeven Price	162.10