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 0.4531 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4531
Historical Volatility (Parkinson)	0.3674
Implied Volatility (Calls)	0.3604
Implied Volatility (Puts)	0.4386
Implied Volatility (Mean)	0.3995
Put-Call Implied Volatility Ratio	1.2171
Implied Volatility Skew	0.0112
Option Statistics
Put-Call Ratio (Volume)	0.4700
Put-Call Ratio (Open Interest)	10.1199
Forward Price	16.23
Call Breakeven Price	19.17
Put Breakeven Price	12.58
Option Breakeven Price	14.02