Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.1879 for 2024-05-09.

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

Figures for 2024-05-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1879
Historical Volatility (Parkinson)	0.1821
Implied Volatility (Calls)	0.1934
Implied Volatility (Puts)	0.2281
Implied Volatility (Mean)	0.2108
Put-Call Implied Volatility Ratio	1.1795
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7979
Put-Call Ratio (Open Interest)	1.3244
Forward Price	154.09
Call Breakeven Price	166.57
Put Breakeven Price	129.59
Option Breakeven Price	145.61