Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.4364 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4364
Historical Volatility (Parkinson)	0.3818
Implied Volatility (Calls)	0.3710
Implied Volatility (Puts)	0.4344
Implied Volatility (Mean)	0.4027
Put-Call Implied Volatility Ratio	1.1710
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.6754
Put-Call Ratio (Open Interest)	0.8683
Forward Price	16.45
Call Breakeven Price	19.41
Put Breakeven Price	13.92
Option Breakeven Price	16.97