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.

Xerox Holdings Corporation (XRX) had 150-Day Historical Volatility (Close-to-Close) of 0.3223 for 2021-07-30.

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

Figures for 2021-07-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3223
Historical Volatility (Parkinson)	0.2841
Implied Volatility (Calls)	0.3648
Implied Volatility (Puts)	0.3549
Implied Volatility (Mean)	0.3598
Put-Call Implied Volatility Ratio	0.9729
Implied Volatility Skew	0.0052
Option Statistics
Put-Call Ratio (Volume)	0.0292
Put-Call Ratio (Open Interest)	0.1097
Forward Price	23.96
Call Breakeven Price	28.05
Put Breakeven Price	19.98
Option Breakeven Price	27.24

Data from Quantcha