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 0.4786 for 2021-01-19.

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

Figures for 2021-01-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4786
Historical Volatility (Parkinson)	0.3375
Implied Volatility (Calls)	0.4058
Implied Volatility (Puts)	0.4322
Implied Volatility (Mean)	0.4190
Put-Call Implied Volatility Ratio	1.0651
Implied Volatility Skew	0.0074
Option Statistics
Put-Call Ratio (Volume)	0.2228
Put-Call Ratio (Open Interest)	0.7972
Forward Price	21.14
Call Breakeven Price	24.03
Put Breakeven Price	18.18
Option Breakeven Price	22.21

Data from Quantcha