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 Corporation (XRX) had 20-Day Historical Volatility (Close-to-Close) of 0.4433 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)	0.4433
Historical Volatility (Parkinson)	0.4193
Implied Volatility (Calls)	0.5451
Implied Volatility (Puts)	0.5614
Implied Volatility (Mean)	0.5532
Put-Call Implied Volatility Ratio	1.0299
Implied Volatility Skew	0.0664
Option Statistics
Put-Call Ratio (Volume)	0.4383
Put-Call Ratio (Open Interest)	0.4478
Forward Price	15.86
Call Breakeven Price	17.49
Put Breakeven Price	14.66
Option Breakeven Price	16.03

Data from Quantcha