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 0.4243 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)	0.4243
Historical Volatility (Parkinson)	0.3411
Implied Volatility (Calls)	0.3259
Implied Volatility (Puts)	0.3308
Implied Volatility (Mean)	0.3284
Put-Call Implied Volatility Ratio	1.0150
Implied Volatility Skew	0.0103
Option Statistics
Put-Call Ratio (Volume)	0.5556
Put-Call Ratio (Open Interest)	0.1183
Forward Price	24.15
Call Breakeven Price	25.26
Put Breakeven Price	22.56
Option Breakeven Price	25.09

Data from Quantcha