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 Corporation (XRX) had 150-Day Historical Volatility (Close-to-Close) of 0.8991 for 2020-07-02.

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

Figures for 2020-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8991
Historical Volatility (Parkinson)	0.7334
Implied Volatility (Calls)	0.5865
Implied Volatility (Puts)	0.6785
Implied Volatility (Mean)	0.6325
Put-Call Implied Volatility Ratio	1.1569
Implied Volatility Skew	0.0770
Option Statistics
Put-Call Ratio (Volume)	0.2842
Put-Call Ratio (Open Interest)	0.4533
Forward Price	15.98
Call Breakeven Price	25.72
Put Breakeven Price	13.69
Option Breakeven Price	21.83

Data from Quantcha