Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2489 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)	0.2489
Historical Volatility (Parkinson)	0.2732
Implied Volatility (Calls)	0.5359
Implied Volatility (Puts)	0.5349
Implied Volatility (Mean)	0.5354
Put-Call Implied Volatility Ratio	0.9981
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.6595
Put-Call Ratio (Open Interest)	1.6302
Forward Price	16.22
Call Breakeven Price	18.46
Put Breakeven Price	14.73
Option Breakeven Price	16.14