Every day after market close, we compute the following fields for all securities in our database.
Each field is presented below as:
Field Name (API/SQL Column Name)
Field description.
Ticker (ticker)
Trading symbol.
Date (date)
Market date.
Historical Volatility (Close-to-Close) (10-Day) (hv_cc_10)
Volatility of the security over the past 10 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (10-Day) 52-Week Rank (hv_cc_10_rank)
52-week rank of the security's 10-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (10-Day) 52-Week Percentile (hv_cc_10_perc)
52-week percentile of the security's 10-day close-to-close historical volatility.
Historical Volatility (Close-to-Close) (20-Day) (hv_cc_20)
Volatility of the security over the past 20 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (20-Day) 52-Week Rank (hv_cc_20_rank)
52-week rank of the security's 20-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (20-Day) 52-Week Percentile (hv_cc_20_perc)
52-week percentile of the security's 20-day close-to-close historical volatility.
Historical Volatility (Close-to-Close) (30-Day) (hv_cc_30)
Volatility of the security over the past 30 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (30-Day) 52-Week Rank (hv_cc_30_rank)
52-week rank of the security's 30-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (30-Day) 52-Week Percentile (hv_cc_30_perc)
52-week percentile of the security's 30-day close-to-close historical volatility.
Historical Volatility (Close-to-Close) (60-Day) (hv_cc_60)
Volatility of the security over the past 60 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (60-Day) 52-Week Rank (hv_cc_60_rank)
52-week rank of the security's 60-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (60-Day) 52-Week Percentile (hv_cc_60_perc)
52-week percentile of the security's 60-day close-to-close historical volatility.
Historical Volatility (Close-to-Close) (90-Day) (hv_cc_90)
Volatility of the security over the past 90 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (90-Day) 52-Week Rank (hv_cc_90_rank)
52-week rank of the security's 90-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (90-Day) 52-Week Percentile (hv_cc_90_perc)
52-week percentile of the security's 90-day close-to-close historical volatility.
Historical Volatility (Close-to-Close) (120-Day) (hv_cc_120)
Volatility of the security over the past 120 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (120-Day) 52-Week Rank (hv_cc_120_rank)
52-week rank of the security's 120-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (120-Day) 52-Week Percentile (hv_cc_120_perc)
52-week percentile of the security's 120-day close-to-close historical volatility.
Historical Volatility (Close-to-Close) (150-Day) (hv_cc_150)
Volatility of the security over the past 150 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (150-Day) 52-Week Rank (hv_cc_150_rank)
52-week rank of the security's 150-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (150-Day) 52-Week Percentile (hv_cc_150_perc)
52-week percentile of the security's 150-day close-to-close historical volatility.
Historical Volatility (Close-to-Close) (180-Day) (hv_cc_180)
Volatility of the security over the past 180 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (180-Day) 52-Week Rank (hv_cc_180_rank)
52-week rank of the security's 180-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (180-Day) 52-Week Percentile (hv_cc_180_perc)
52-week percentile of the security's 180-day close-to-close historical volatility.
Historical Volatility (Close-to-Close) (270-Day) (hv_cc_270)
Volatility of the security over the past 270 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (270-Day) 52-Week Rank (hv_cc_270_rank)
52-week rank of the security's 270-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (270-Day) 52-Week Percentile (hv_cc_270_perc)
52-week percentile of the security's 270-day close-to-close historical volatility.
Historical Volatility (Close-to-Close) (360-Day) (hv_cc_360)
Volatility of the security over the past 360 calendar days, calculated using the closing prices on each trading day.
Historical Volatility (Close-to-Close) (360-Day) 52-Week Rank (hv_cc_360_rank)
52-week rank of the security's 360-day close-to-close historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Close-to-Close) (360-Day) 52-Week Percentile (hv_cc_360_perc)
52-week percentile of the security's 360-day close-to-close historical volatility.
Historical Volatility (Parkinson) (10-Day) (hv_p_10)
Volatility of the security over the past 10 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (10-Day) 52-Week Rank (hv_p_10_rank)
52-week rank of the security's 10-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (10-Day) 52-Week Percentile (hv_p_10_perc)
52-week percentile of the security's 10-day Parkinson historical volatility.
Historical Volatility (Parkinson) (20-Day) (hv_p_20)
Volatility of the security over the past 20 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (20-Day) 52-Week Rank (hv_p_20_rank)
52-week rank of the security's 20-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (20-Day) 52-Week Percentile (hv_p_20_perc)
52-week percentile of the security's 20-day Parkinson historical volatility.
Historical Volatility (Parkinson) (30-Day) (hv_p_30)
Volatility of the security over the past 30 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (30-Day) 52-Week Rank (hv_p_30_rank)
52-week rank of the security's 30-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (30-Day) 52-Week Percentile (hv_p_30_perc)
52-week percentile of the security's 30-day Parkinson historical volatility.
Historical Volatility (Parkinson) (60-Day) (hv_p_60)
Volatility of the security over the past 60 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (60-Day) 52-Week Rank (hv_p_60_rank)
52-week rank of the security's 60-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (60-Day) 52-Week Percentile (hv_p_60_perc)
52-week percentile of the security's 60-day Parkinson historical volatility.
Historical Volatility (Parkinson) (90-Day) (hv_p_90)
Volatility of the security over the past 90 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (90-Day) 52-Week Rank (hv_p_90_rank)
52-week rank of the security's 90-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (90-Day) 52-Week Percentile (hv_p_90_perc)
52-week percentile of the security's 90-day Parkinson historical volatility.
Historical Volatility (Parkinson) (120-Day) (hv_p_120)
Volatility of the security over the past 120 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (120-Day) 52-Week Rank (hv_p_120_rank)
52-week rank of the security's 120-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (120-Day) 52-Week Percentile (hv_p_120_perc)
52-week percentile of the security's 120-day Parkinson historical volatility.
Historical Volatility (Parkinson) (150-Day) (hv_p_150)
Volatility of the security over the past 150 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (150-Day) 52-Week Rank (hv_p_150_rank)
52-week rank of the security's 150-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (150-Day) 52-Week Percentile (hv_p_150_perc)
52-week percentile of the security's 150-day Parkinson historical volatility.
Historical Volatility (Parkinson) (180-Day) (hv_p_180)
Volatility of the security over the past 180 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (180-Day) 52-Week Rank (hv_p_180_rank)
52-week rank of the security's 180-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (180-Day) 52-Week Percentile (hv_p_180_perc)
52-week percentile of the security's 180-day Parkinson historical volatility.
Historical Volatility (Parkinson) (270-Day) (hv_p_270)
Volatility of the security over the past 270 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (270-Day) 52-Week Rank (hv_p_270_rank)
52-week rank of the security's 270-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (270-Day) 52-Week Percentile (hv_p_270_perc)
52-week percentile of the security's 270-day Parkinson historical volatility.
Historical Volatility (Parkinson) (360-Day) (hv_p_360)
Volatility of the security over the past 360 calendar days, calculated using the high and low prices on each trading day.
Historical Volatility (Parkinson) (360-Day) 52-Week Rank (hv_p_360_rank)
52-week rank of the security's 360-day Parkinson historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Parkinson) (360-Day) 52-Week Percentile (hv_p_360_perc)
52-week percentile of the security's 360-day Parkinson historical volatility.
Historical Volatility (Garman-Klass) (10-Day) (hv_gk_10)
Volatility of the security over the past 10 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (10-Day) 52-Week Rank (hv_gk_10_rank)
52-week rank of the security's 10-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (10-Day) 52-Week Percentile (hv_gk_10_perc)
52-week percentile of the security's 10-day Garman-Klass historical volatility.
Historical Volatility (Garman-Klass) (20-Day) (hv_gk_20)
Volatility of the security over the past 20 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (20-Day) 52-Week Rank (hv_gk_20_rank)
52-week rank of the security's 20-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (20-Day) 52-Week Percentile (hv_gk_20_perc)
52-week percentile of the security's 20-day Garman-Klass historical volatility.
Historical Volatility (Garman-Klass) (30-Day) (hv_gk_30)
Volatility of the security over the past 30 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (30-Day) 52-Week Rank (hv_gk_30_rank)
52-week rank of the security's 30-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (30-Day) 52-Week Percentile (hv_gk_30_perc)
52-week percentile of the security's 30-day Garman-Klass historical volatility.
Historical Volatility (Garman-Klass) (60-Day) (hv_gk_60)
Volatility of the security over the past 60 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (60-Day) 52-Week Rank (hv_gk_60_rank)
52-week rank of the security's 60-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (60-Day) 52-Week Percentile (hv_gk_60_perc)
52-week percentile of the security's 60-day Garman-Klass historical volatility.
Historical Volatility (Garman-Klass) (90-Day) (hv_gk_90)
Volatility of the security over the past 90 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (90-Day) 52-Week Rank (hv_gk_90_rank)
52-week rank of the security's 90-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (90-Day) 52-Week Percentile (hv_gk_90_perc)
52-week percentile of the security's 90-day Garman-Klass historical volatility.
Historical Volatility (Garman-Klass) (120-Day) (hv_gk_120)
Volatility of the security over the past 120 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (120-Day) 52-Week Rank (hv_gk_120_rank)
52-week rank of the security's 120-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (120-Day) 52-Week Percentile (hv_gk_120_perc)
52-week percentile of the security's 120-day Garman-Klass historical volatility.
Historical Volatility (Garman-Klass) (150-Day) (hv_gk_150)
Volatility of the security over the past 150 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (150-Day) 52-Week Rank (hv_gk_150_rank)
52-week rank of the security's 150-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (150-Day) 52-Week Percentile (hv_gk_150_perc)
52-week percentile of the security's 150-day Garman-Klass historical volatility.
Historical Volatility (Garman-Klass) (180-Day) (hv_gk_180)
Volatility of the security over the past 180 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (180-Day) 52-Week Rank (hv_gk_180_rank)
52-week rank of the security's 180-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (180-Day) 52-Week Percentile (hv_gk_180_perc)
52-week percentile of the security's 180-day Garman-Klass historical volatility.
Historical Volatility (Garman-Klass) (270-Day) (hv_gk_270)
Volatility of the security over the past 270 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (270-Day) 52-Week Rank (hv_gk_270_rank)
52-week rank of the security's 270-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (270-Day) 52-Week Percentile (hv_gk_270_perc)
52-week percentile of the security's 270-day Garman-Klass historical volatility.
Historical Volatility (Garman-Klass) (360-Day) (hv_gk_360)
Volatility of the security over the past 360 calendar days, calculated using the high, low, open, and closing prices on each trading day.
Historical Volatility (Garman-Klass) (360-Day) 52-Week Rank (hv_gk_360_rank)
52-week rank of the security's 360-day Garman-Klass historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Garman-Klass) (360-Day) 52-Week Percentile (hv_gk_360_perc)
52-week percentile of the security's 360-day Garman-Klass historical volatility.
Historical Volatility (Rogers-Satchell) (10-Day) (hv_rs_10)
Volatility of the security over the past 10 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (10-Day) 52-Week Rank (hv_rs_10_rank)
52-week rank of the security's 10-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (10-Day) 52-Week Percentile (hv_rs_10_perc)
52-week percentile of the security's 10-day Rogers-Satchell historical volatility.
Historical Volatility (Rogers-Satchell) (20-Day) (hv_rs_20)
Volatility of the security over the past 20 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (20-Day) 52-Week Rank (hv_rs_20_rank)
52-week rank of the security's 20-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (20-Day) 52-Week Percentile (hv_rs_20_perc)
52-week percentile of the security's 20-day Rogers-Satchell historical volatility.
Historical Volatility (Rogers-Satchell) (30-Day) (hv_rs_30)
Volatility of the security over the past 30 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (30-Day) 52-Week Rank (hv_rs_30_rank)
52-week rank of the security's 30-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (30-Day) 52-Week Percentile (hv_rs_30_perc)
52-week percentile of the security's 30-day Rogers-Satchell historical volatility.
Historical Volatility (Rogers-Satchell) (60-Day) (hv_rs_60)
Volatility of the security over the past 60 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (60-Day) 52-Week Rank (hv_rs_60_rank)
52-week rank of the security's 60-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (60-Day) 52-Week Percentile (hv_rs_60_perc)
52-week percentile of the security's 60-day Rogers-Satchell historical volatility.
Historical Volatility (Rogers-Satchell) (90-Day) (hv_rs_90)
Volatility of the security over the past 90 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (90-Day) 52-Week Rank (hv_rs_90_rank)
52-week rank of the security's 90-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (90-Day) 52-Week Percentile (hv_rs_90_perc)
52-week percentile of the security's 90-day Rogers-Satchell historical volatility.
Historical Volatility (Rogers-Satchell) (120-Day) (hv_rs_120)
Volatility of the security over the past 120 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (120-Day) 52-Week Rank (hv_rs_120_rank)
52-week rank of the security's 120-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (120-Day) 52-Week Percentile (hv_rs_120_perc)
52-week percentile of the security's 120-day Rogers-Satchell historical volatility.
Historical Volatility (Rogers-Satchell) (150-Day) (hv_rs_150)
Volatility of the security over the past 150 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (150-Day) 52-Week Rank (hv_rs_150_rank)
52-week rank of the security's 150-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (150-Day) 52-Week Percentile (hv_rs_150_perc)
52-week percentile of the security's 150-day Rogers-Satchell historical volatility.
Historical Volatility (Rogers-Satchell) (180-Day) (hv_rs_180)
Volatility of the security over the past 180 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (180-Day) 52-Week Rank (hv_rs_180_rank)
52-week rank of the security's 180-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (180-Day) 52-Week Percentile (hv_rs_180_perc)
52-week percentile of the security's 180-day Rogers-Satchell historical volatility.
Historical Volatility (Rogers-Satchell) (270-Day) (hv_rs_270)
Volatility of the security over the past 270 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (270-Day) 52-Week Rank (hv_rs_270_rank)
52-week rank of the security's 270-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (270-Day) 52-Week Percentile (hv_rs_270_perc)
52-week percentile of the security's 270-day Rogers-Satchell historical volatility.
Historical Volatility (Rogers-Satchell) (360-Day) (hv_rs_360)
Volatility of the security over the past 360 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift.
Historical Volatility (Rogers-Satchell) (360-Day) 52-Week Rank (hv_rs_360_rank)
52-week rank of the security's 360-day Rogers-Satchell historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Rogers-Satchell) (360-Day) 52-Week Percentile (hv_rs_360_perc)
52-week percentile of the security's 360-day Rogers-Satchell historical volatility.
Historical Volatility (Yang-Zhang) (10-Day) (hv_yz_10)
Volatility of the security over the past 10 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (10-Day) 52-Week Rank (hv_yz_10_rank)
52-week rank of the security's 10-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (10-Day) 52-Week Percentile (hv_yz_10_perc)
52-week percentile of the security's 10-day Yang-Zhang historical volatility.
Historical Volatility (Yang-Zhang) (20-Day) (hv_yz_20)
Volatility of the security over the past 20 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (20-Day) 52-Week Rank (hv_yz_20_rank)
52-week rank of the security's 20-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (20-Day) 52-Week Percentile (hv_yz_20_perc)
52-week percentile of the security's 20-day Yang-Zhang historical volatility.
Historical Volatility (Yang-Zhang) (30-Day) (hv_yz_30)
Volatility of the security over the past 30 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (30-Day) 52-Week Rank (hv_yz_30_rank)
52-week rank of the security's 30-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (30-Day) 52-Week Percentile (hv_yz_30_perc)
52-week percentile of the security's 30-day Yang-Zhang historical volatility.
Historical Volatility (Yang-Zhang) (60-Day) (hv_yz_60)
Volatility of the security over the past 60 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (60-Day) 52-Week Rank (hv_yz_60_rank)
52-week rank of the security's 60-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (60-Day) 52-Week Percentile (hv_yz_60_perc)
52-week percentile of the security's 60-day Yang-Zhang historical volatility.
Historical Volatility (Yang-Zhang) (90-Day) (hv_yz_90)
Volatility of the security over the past 90 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (90-Day) 52-Week Rank (hv_yz_90_rank)
52-week rank of the security's 90-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (90-Day) 52-Week Percentile (hv_yz_90_perc)
52-week percentile of the security's 90-day Yang-Zhang historical volatility.
Historical Volatility (Yang-Zhang) (120-Day) (hv_yz_120)
Volatility of the security over the past 120 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (120-Day) 52-Week Rank (hv_yz_120_rank)
52-week rank of the security's 120-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (120-Day) 52-Week Percentile (hv_yz_120_perc)
52-week percentile of the security's 120-day Yang-Zhang historical volatility.
Historical Volatility (Yang-Zhang) (150-Day) (hv_yz_150)
Volatility of the security over the past 150 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (150-Day) 52-Week Rank (hv_yz_150_rank)
52-week rank of the security's 150-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (150-Day) 52-Week Percentile (hv_yz_150_perc)
52-week percentile of the security's 150-day Yang-Zhang historical volatility.
Historical Volatility (Yang-Zhang) (180-Day) (hv_yz_180)
Volatility of the security over the past 180 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (180-Day) 52-Week Rank (hv_yz_180_rank)
52-week rank of the security's 180-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (180-Day) 52-Week Percentile (hv_yz_180_perc)
52-week percentile of the security's 180-day Yang-Zhang historical volatility.
Historical Volatility (Yang-Zhang) (270-Day) (hv_yz_270)
Volatility of the security over the past 270 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (270-Day) 52-Week Rank (hv_yz_270_rank)
52-week rank of the security's 270-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (270-Day) 52-Week Percentile (hv_yz_270_perc)
52-week percentile of the security's 270-day Yang-Zhang historical volatility.
Historical Volatility (Yang-Zhang) (360-Day) (hv_yz_360)
Volatility of the security over the past 360 calendar days, calculated using the high, low, open, and closing prices on each trading day, and accounting for drift and opening jumps.
Historical Volatility (Yang-Zhang) (360-Day) 52-Week Rank (hv_yz_360_rank)
52-week rank of the security's 360-day Yang-Zhang historical volatility, where rank = (value - low)*100 / (high - low).
Historical Volatility (Yang-Zhang) (360-Day) 52-Week Percentile (hv_yz_360_perc)
52-week percentile of the security's 360-day Yang-Zhang historical volatility.
Implied Volatility (Calls) (10-Day) (iv_call_10)
Forecasted future volatility of the security over the next 10 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (10-Day) 52-Week Rank (iv_call_10_rank)
52-week rank of the security's 10-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (10-Day) 52-Week Percentile (iv_call_10_perc)
52-week percentile of the security's 10-day call implied volatility.
Implied Volatility (Calls) (20-Day) (iv_call_20)
Forecasted future volatility of the security over the next 20 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (20-Day) 52-Week Rank (iv_call_20_rank)
52-week rank of the security's 20-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (20-Day) 52-Week Percentile (iv_call_20_perc)
52-week percentile of the security's 20-day call implied volatility.
Implied Volatility (Calls) (30-Day) (iv_call_30)
Forecasted future volatility of the security over the next 30 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (30-Day) 52-Week Rank (iv_call_30_rank)
52-week rank of the security's 30-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (30-Day) 52-Week Percentile (iv_call_30_perc)
52-week percentile of the security's 30-day call implied volatility.
Implied Volatility (Calls) (60-Day) (iv_call_60)
Forecasted future volatility of the security over the next 60 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (60-Day) 52-Week Rank (iv_call_60_rank)
52-week rank of the security's 60-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (60-Day) 52-Week Percentile (iv_call_60_perc)
52-week percentile of the security's 60-day call implied volatility.
Implied Volatility (Calls) (90-Day) (iv_call_90)
Forecasted future volatility of the security over the next 90 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (90-Day) 52-Week Rank (iv_call_90_rank)
52-week rank of the security's 90-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (90-Day) 52-Week Percentile (iv_call_90_perc)
52-week percentile of the security's 90-day call implied volatility.
Implied Volatility (Calls) (120-Day) (iv_call_120)
Forecasted future volatility of the security over the next 120 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (120-Day) 52-Week Rank (iv_call_120_rank)
52-week rank of the security's 120-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (120-Day) 52-Week Percentile (iv_call_120_perc)
52-week percentile of the security's 120-day call implied volatility.
Implied Volatility (Calls) (150-Day) (iv_call_150)
Forecasted future volatility of the security over the next 150 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (150-Day) 52-Week Rank (iv_call_150_rank)
52-week rank of the security's 150-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (150-Day) 52-Week Percentile (iv_call_150_perc)
52-week percentile of the security's 150-day call implied volatility.
Implied Volatility (Calls) (180-Day) (iv_call_180)
Forecasted future volatility of the security over the next 180 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (180-Day) 52-Week Rank (iv_call_180_rank)
52-week rank of the security's 180-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (180-Day) 52-Week Percentile (iv_call_180_perc)
52-week percentile of the security's 180-day call implied volatility.
Implied Volatility (Calls) (270-Day) (iv_call_270)
Forecasted future volatility of the security over the next 270 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (270-Day) 52-Week Rank (iv_call_270_rank)
52-week rank of the security's 270-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (270-Day) 52-Week Percentile (iv_call_270_perc)
52-week percentile of the security's 270-day call implied volatility.
Implied Volatility (Calls) (360-Day) (iv_call_360)
Forecasted future volatility of the security over the next 360 calendar days, derived from the pricing of the at-the-money call options with expiration dates closest to the target date.
Implied Volatility (Calls) (360-Day) 52-Week Rank (iv_call_360_rank)
52-week rank of the security's 360-day call implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Calls) (360-Day) 52-Week Percentile (iv_call_360_perc)
52-week percentile of the security's 360-day call implied volatility.
Implied Volatility (Puts) (10-Day) (iv_put_10)
Forecasted future volatility of the security over the next 10 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (10-Day) 52-Week Rank (iv_put_10_rank)
52-week rank of the security's 10-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (10-Day) 52-Week Percentile (iv_put_10_perc)
52-week percentile of the security's 10-day put implied volatility.
Implied Volatility (Puts) (20-Day) (iv_put_20)
Forecasted future volatility of the security over the next 20 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (20-Day) 52-Week Rank (iv_put_20_rank)
52-week rank of the security's 20-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (20-Day) 52-Week Percentile (iv_put_20_perc)
52-week percentile of the security's 20-day put implied volatility.
Implied Volatility (Puts) (30-Day) (iv_put_30)
Forecasted future volatility of the security over the next 30 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (30-Day) 52-Week Rank (iv_put_30_rank)
52-week rank of the security's 30-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (30-Day) 52-Week Percentile (iv_put_30_perc)
52-week percentile of the security's 30-day put implied volatility.
Implied Volatility (Puts) (60-Day) (iv_put_60)
Forecasted future volatility of the security over the next 60 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (60-Day) 52-Week Rank (iv_put_60_rank)
52-week rank of the security's 60-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (60-Day) 52-Week Percentile (iv_put_60_perc)
52-week percentile of the security's 60-day put implied volatility.
Implied Volatility (Puts) (90-Day) (iv_put_90)
Forecasted future volatility of the security over the next 90 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (90-Day) 52-Week Rank (iv_put_90_rank)
52-week rank of the security's 90-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (90-Day) 52-Week Percentile (iv_put_90_perc)
52-week percentile of the security's 90-day put implied volatility.
Implied Volatility (Puts) (120-Day) (iv_put_120)
Forecasted future volatility of the security over the next 120 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (120-Day) 52-Week Rank (iv_put_120_rank)
52-week rank of the security's 120-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (120-Day) 52-Week Percentile (iv_put_120_perc)
52-week percentile of the security's 120-day put implied volatility.
Implied Volatility (Puts) (150-Day) (iv_put_150)
Forecasted future volatility of the security over the next 150 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (150-Day) 52-Week Rank (iv_put_150_rank)
52-week rank of the security's 150-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (150-Day) 52-Week Percentile (iv_put_150_perc)
52-week percentile of the security's 150-day put implied volatility.
Implied Volatility (Puts) (180-Day) (iv_put_180)
Forecasted future volatility of the security over the next 180 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (180-Day) 52-Week Rank (iv_put_180_rank)
52-week rank of the security's 180-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (180-Day) 52-Week Percentile (iv_put_180_perc)
52-week percentile of the security's 180-day put implied volatility.
Implied Volatility (Puts) (270-Day) (iv_put_270)
Forecasted future volatility of the security over the next 270 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (270-Day) 52-Week Rank (iv_put_270_rank)
52-week rank of the security's 270-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (270-Day) 52-Week Percentile (iv_put_270_perc)
52-week percentile of the security's 270-day put implied volatility.
Implied Volatility (Puts) (360-Day) (iv_put_360)
Forecasted future volatility of the security over the next 360 calendar days, derived from the pricing of the at-the-money put options with expiration dates closest to the target date.
Implied Volatility (Puts) (360-Day) 52-Week Rank (iv_put_360_rank)
52-week rank of the security's 360-day put implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Puts) (360-Day) 52-Week Percentile (iv_put_360_perc)
52-week percentile of the security's 360-day put implied volatility.
Implied Volatility (Mean) (10-Day) (iv_mean_10)
Forecasted future volatility of the security over the next 10 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (10-Day) 52-Week Rank (iv_mean_10_rank)
52-week rank of the security's 10-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (10-Day) 52-Week Percentile (iv_mean_10_perc)
52-week percentile of the security's 10-day mean implied volatility.
Implied Volatility (Mean) (20-Day) (iv_mean_20)
Forecasted future volatility of the security over the next 20 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (20-Day) 52-Week Rank (iv_mean_20_rank)
52-week rank of the security's 20-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (20-Day) 52-Week Percentile (iv_mean_20_perc)
52-week percentile of the security's 20-day mean implied volatility.
Implied Volatility (Mean) (30-Day) (iv_mean_30)
Forecasted future volatility of the security over the next 30 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (30-Day) 52-Week Rank (iv_mean_30_rank)
52-week rank of the security's 30-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (30-Day) 52-Week Percentile (iv_mean_30_perc)
52-week percentile of the security's 30-day mean implied volatility.
Implied Volatility (Mean) (60-Day) (iv_mean_60)
Forecasted future volatility of the security over the next 60 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (60-Day) 52-Week Rank (iv_mean_60_rank)
52-week rank of the security's 60-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (60-Day) 52-Week Percentile (iv_mean_60_perc)
52-week percentile of the security's 60-day mean implied volatility.
Implied Volatility (Mean) (90-Day) (iv_mean_90)
Forecasted future volatility of the security over the next 90 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (90-Day) 52-Week Rank (iv_mean_90_rank)
52-week rank of the security's 90-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (90-Day) 52-Week Percentile (iv_mean_90_perc)
52-week percentile of the security's 90-day mean implied volatility.
Implied Volatility (Mean) (120-Day) (iv_mean_120)
Forecasted future volatility of the security over the next 120 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (120-Day) 52-Week Rank (iv_mean_120_rank)
52-week rank of the security's 120-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (120-Day) 52-Week Percentile (iv_mean_120_perc)
52-week percentile of the security's 120-day mean implied volatility.
Implied Volatility (Mean) (150-Day) (iv_mean_150)
Forecasted future volatility of the security over the next 150 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (150-Day) 52-Week Rank (iv_mean_150_rank)
52-week rank of the security's 150-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (150-Day) 52-Week Percentile (iv_mean_150_perc)
52-week percentile of the security's 150-day mean implied volatility.
Implied Volatility (Mean) (180-Day) (iv_mean_180)
Forecasted future volatility of the security over the next 180 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (180-Day) 52-Week Rank (iv_mean_180_rank)
52-week rank of the security's 180-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (180-Day) 52-Week Percentile (iv_mean_180_perc)
52-week percentile of the security's 180-day mean implied volatility.
Implied Volatility (Mean) (270-Day) (iv_mean_270)
Forecasted future volatility of the security over the next 270 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (270-Day) 52-Week Rank (iv_mean_270_rank)
52-week rank of the security's 270-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (270-Day) 52-Week Percentile (iv_mean_270_perc)
52-week percentile of the security's 270-day mean implied volatility.
Implied Volatility (Mean) (360-Day) (iv_mean_360)
Forecasted future volatility of the security over the next 360 calendar days, derived from the average of the put and call implied volatilities of the at-the-money options with expiration dates closest to the target expiration date.
Implied Volatility (Mean) (360-Day) 52-Week Rank (iv_mean_360_rank)
52-week rank of the security's 360-day mean implied volatility, where rank = (value - low)*100 / (high - low).
Implied Volatility (Mean) (360-Day) 52-Week Percentile (iv_mean_360_perc)
52-week percentile of the security's 360-day mean implied volatility.
Implied Volatility Skew (10-Day) (iv_skew_10)
Measure of the difference in implied volatility of 10-day options at lower and higher strike prices.
Implied Volatility Skew (10-Day) 52-Week Rank (iv_skew_10_rank)
52-week rank of the security's 10-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (10-Day) 52-Week Percentile (iv_skew_10_perc)
52-week percentile of the security's 10-day implied volatility skew.
Implied Volatility Skew (20-Day) (iv_skew_20)
Measure of the difference in implied volatility of 20-day options at lower and higher strike prices.
Implied Volatility Skew (20-Day) 52-Week Rank (iv_skew_20_rank)
52-week rank of the security's 20-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (20-Day) 52-Week Percentile (iv_skew_20_perc)
52-week percentile of the security's 20-day implied volatility skew.
Implied Volatility Skew (30-Day) (iv_skew_30)
Measure of the difference in implied volatility of 30-day options at lower and higher strike prices.
Implied Volatility Skew (30-Day) 52-Week Rank (iv_skew_30_rank)
52-week rank of the security's 30-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (30-Day) 52-Week Percentile (iv_skew_30_perc)
52-week percentile of the security's 30-day implied volatility skew.
Implied Volatility Skew (60-Day) (iv_skew_60)
Measure of the difference in implied volatility of 60-day options at lower and higher strike prices.
Implied Volatility Skew (60-Day) 52-Week Rank (iv_skew_60_rank)
52-week rank of the security's 60-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (60-Day) 52-Week Percentile (iv_skew_60_perc)
52-week percentile of the security's 60-day implied volatility skew.
Implied Volatility Skew (90-Day) (iv_skew_90)
Measure of the difference in implied volatility of 90-day options at lower and higher strike prices.
Implied Volatility Skew (90-Day) 52-Week Rank (iv_skew_90_rank)
52-week rank of the security's 90-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (90-Day) 52-Week Percentile (iv_skew_90_perc)
52-week percentile of the security's 90-day implied volatility skew.
Implied Volatility Skew (120-Day) (iv_skew_120)
Measure of the difference in implied volatility of 120-day options at lower and higher strike prices.
Implied Volatility Skew (120-Day) 52-Week Rank (iv_skew_120_rank)
52-week rank of the security's 120-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (120-Day) 52-Week Percentile (iv_skew_120_perc)
52-week percentile of the security's 120-day implied volatility skew.
Implied Volatility Skew (150-Day) (iv_skew_150)
Measure of the difference in implied volatility of 150-day options at lower and higher strike prices.
Implied Volatility Skew (150-Day) 52-Week Rank (iv_skew_150_rank)
52-week rank of the security's 150-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (150-Day) 52-Week Percentile (iv_skew_150_perc)
52-week percentile of the security's 150-day implied volatility skew.
Implied Volatility Skew (180-Day) (iv_skew_180)
Measure of the difference in implied volatility of 180-day options at lower and higher strike prices.
Implied Volatility Skew (180-Day) 52-Week Rank (iv_skew_180_rank)
52-week rank of the security's 180-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (180-Day) 52-Week Percentile (iv_skew_180_perc)
52-week percentile of the security's 180-day implied volatility skew.
Implied Volatility Skew (270-Day) (iv_skew_270)
Measure of the difference in implied volatility of 270-day options at lower and higher strike prices.
Implied Volatility Skew (270-Day) 52-Week Rank (iv_skew_270_rank)
52-week rank of the security's 270-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (270-Day) 52-Week Percentile (iv_skew_270_perc)
52-week percentile of the security's 270-day implied volatility skew.
Implied Volatility Skew (360-Day) (iv_skew_360)
Measure of the difference in implied volatility of 360-day options at lower and higher strike prices.
Implied Volatility Skew (360-Day) 52-Week Rank (iv_skew_360_rank)
52-week rank of the security's 360-day implied volatility skew, where rank = (value - low)*100 / (high - low).
Implied Volatility Skew (360-Day) 52-Week Percentile (iv_skew_360_perc)
52-week percentile of the security's 360-day implied volatility skew.
Put-Call Ratio (Open Interest) (10-Day) (pcr_oi_10)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 10 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (10-Day) 52-Week Rank (pcr_oi_10_rank)
52-week rank of the security's 10-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (10-Day) 52-Week Percentile (pcr_oi_10_perc)
52-week percentile of the security's 10-day option put-call ratio by open interest.
Put-Call Ratio (Open Interest) (20-Day) (pcr_oi_20)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 20 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (20-Day) 52-Week Rank (pcr_oi_20_rank)
52-week rank of the security's 20-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (20-Day) 52-Week Percentile (pcr_oi_20_perc)
52-week percentile of the security's 20-day option put-call ratio by open interest.
Put-Call Ratio (Open Interest) (30-Day) (pcr_oi_30)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 30 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (30-Day) 52-Week Rank (pcr_oi_30_rank)
52-week rank of the security's 30-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (30-Day) 52-Week Percentile (pcr_oi_30_perc)
52-week percentile of the security's 30-day option put-call ratio by open interest.
Put-Call Ratio (Open Interest) (60-Day) (pcr_oi_60)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 60 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (60-Day) 52-Week Rank (pcr_oi_60_rank)
52-week rank of the security's 60-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (60-Day) 52-Week Percentile (pcr_oi_60_perc)
52-week percentile of the security's 60-day option put-call ratio by open interest.
Put-Call Ratio (Open Interest) (90-Day) (pcr_oi_90)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 90 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (90-Day) 52-Week Rank (pcr_oi_90_rank)
52-week rank of the security's 90-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (90-Day) 52-Week Percentile (pcr_oi_90_perc)
52-week percentile of the security's 90-day option put-call ratio by open interest.
Put-Call Ratio (Open Interest) (120-Day) (pcr_oi_120)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 120 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (120-Day) 52-Week Rank (pcr_oi_120_rank)
52-week rank of the security's 120-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (120-Day) 52-Week Percentile (pcr_oi_120_perc)
52-week percentile of the security's 120-day option put-call ratio by open interest.
Put-Call Ratio (Open Interest) (150-Day) (pcr_oi_150)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 150 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (150-Day) 52-Week Rank (pcr_oi_150_rank)
52-week rank of the security's 150-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (150-Day) 52-Week Percentile (pcr_oi_150_perc)
52-week percentile of the security's 150-day option put-call ratio by open interest.
Put-Call Ratio (Open Interest) (180-Day) (pcr_oi_180)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 180 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (180-Day) 52-Week Rank (pcr_oi_180_rank)
52-week rank of the security's 180-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (180-Day) 52-Week Percentile (pcr_oi_180_perc)
52-week percentile of the security's 180-day option put-call ratio by open interest.
Put-Call Ratio (Open Interest) (270-Day) (pcr_oi_270)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 270 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (270-Day) 52-Week Rank (pcr_oi_270_rank)
52-week rank of the security's 270-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (270-Day) 52-Week Percentile (pcr_oi_270_perc)
52-week percentile of the security's 270-day option put-call ratio by open interest.
Put-Call Ratio (Open Interest) (360-Day) (pcr_oi_360)
Ratio of outstanding put contracts to outstanding call contracts for options expiring in 360 calendar days, derived from the open interest of the options with expiration dates closest to the target date.
Put-Call Ratio (Open Interest) (360-Day) 52-Week Rank (pcr_oi_360_rank)
52-week rank of the security's 360-day option put-call ratio by open interest, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Open Interest) (360-Day) 52-Week Percentile (pcr_oi_360_perc)
52-week percentile of the security's 360-day option put-call ratio by open interest.
Put-Call Ratio (Volume) (10-Day) (pcr_v_10)
Ratio of puts traded to calls traded for options expiring in 10 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (10-Day) 52-Week Rank (pcr_v_10_rank)
52-week rank of the security's 10-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (10-Day) 52-Week Percentile (pcr_v_10_perc)
52-week percentile of the security's 10-day option put-call ratio by volume.
Put-Call Ratio (Volume) (20-Day) (pcr_v_20)
Ratio of puts traded to calls traded for options expiring in 20 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (20-Day) 52-Week Rank (pcr_v_20_rank)
52-week rank of the security's 20-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (20-Day) 52-Week Percentile (pcr_v_20_perc)
52-week percentile of the security's 20-day option put-call ratio by volume.
Put-Call Ratio (Volume) (30-Day) (pcr_v_30)
Ratio of puts traded to calls traded for options expiring in 30 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (30-Day) 52-Week Rank (pcr_v_30_rank)
52-week rank of the security's 30-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (30-Day) 52-Week Percentile (pcr_v_30_perc)
52-week percentile of the security's 30-day option put-call ratio by volume.
Put-Call Ratio (Volume) (60-Day) (pcr_v_60)
Ratio of puts traded to calls traded for options expiring in 60 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (60-Day) 52-Week Rank (pcr_v_60_rank)
52-week rank of the security's 60-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (60-Day) 52-Week Percentile (pcr_v_60_perc)
52-week percentile of the security's 60-day option put-call ratio by volume.
Put-Call Ratio (Volume) (90-Day) (pcr_v_90)
Ratio of puts traded to calls traded for options expiring in 90 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (90-Day) 52-Week Rank (pcr_v_90_rank)
52-week rank of the security's 90-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (90-Day) 52-Week Percentile (pcr_v_90_perc)
52-week percentile of the security's 90-day option put-call ratio by volume.
Put-Call Ratio (Volume) (120-Day) (pcr_v_120)
Ratio of puts traded to calls traded for options expiring in 120 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (120-Day) 52-Week Rank (pcr_v_120_rank)
52-week rank of the security's 120-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (120-Day) 52-Week Percentile (pcr_v_120_perc)
52-week percentile of the security's 120-day option put-call ratio by volume.
Put-Call Ratio (Volume) (150-Day) (pcr_v_150)
Ratio of puts traded to calls traded for options expiring in 150 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (150-Day) 52-Week Rank (pcr_v_150_rank)
52-week rank of the security's 150-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (150-Day) 52-Week Percentile (pcr_v_150_perc)
52-week percentile of the security's 150-day option put-call ratio by volume.
Put-Call Ratio (Volume) (180-Day) (pcr_v_180)
Ratio of puts traded to calls traded for options expiring in 180 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (180-Day) 52-Week Rank (pcr_v_180_rank)
52-week rank of the security's 180-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (180-Day) 52-Week Percentile (pcr_v_180_perc)
52-week percentile of the security's 180-day option put-call ratio by volume.
Put-Call Ratio (Volume) (270-Day) (pcr_v_270)
Ratio of puts traded to calls traded for options expiring in 270 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (270-Day) 52-Week Rank (pcr_v_270_rank)
52-week rank of the security's 270-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (270-Day) 52-Week Percentile (pcr_v_270_perc)
52-week percentile of the security's 270-day option put-call ratio by volume.
Put-Call Ratio (Volume) (360-Day) (pcr_v_360)
Ratio of puts traded to calls traded for options expiring in 360 calendar days, derived from the volume of the options with expiration dates closest to the target date.
Put-Call Ratio (Volume) (360-Day) 52-Week Rank (pcr_v_360_rank)
52-week rank of the security's 360-day option put-call ratio by volume, where rank = (value - low)*100 / (high - low).
Put-Call Ratio (Volume) (360-Day) 52-Week Percentile (pcr_v_360_perc)
52-week percentile of the security's 360-day option put-call ratio by volume.