Historical Volatility (Close-to-Close) (120-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.

Zillow Group, Inc. (Z) had 120-Day Historical Volatility (Close-to-Close) of 0.4421 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4421
Historical Volatility (Parkinson)	0.3852
Implied Volatility (Calls)	0.4597
Implied Volatility (Puts)	0.4642
Implied Volatility (Mean)	0.4620
Put-Call Implied Volatility Ratio	1.0099
Implied Volatility Skew	0.0079
Option Statistics
Put-Call Ratio (Volume)	0.4322
Put-Call Ratio (Open Interest)	0.7365
Forward Price	40.50
Call Breakeven Price	56.31
Put Breakeven Price	35.80
Option Breakeven Price	47.65