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 Corporation (XRX) had 90-Day Historical Volatility (Close-to-Close) of 0.7782 for 2020-07-01.

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

Figures for 2020-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7782
Historical Volatility (Parkinson)	0.5620
Implied Volatility (Calls)	0.6241
Implied Volatility (Puts)	0.6536
Implied Volatility (Mean)	0.6388
Put-Call Implied Volatility Ratio	1.0473
Implied Volatility Skew	0.0513
Option Statistics
Put-Call Ratio (Volume)	0.7375
Put-Call Ratio (Open Interest)	0.2669
Forward Price	15.33
Call Breakeven Price	22.19
Put Breakeven Price	12.88
Option Breakeven Price	20.40

Data from Quantcha