Historical Volatility (Close-to-Close) (30-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.

Amedisys, Inc. (AMED) had 30-Day Historical Volatility (Close-to-Close) of 0.0901 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0901
Historical Volatility (Parkinson)	0.1098
Implied Volatility (Calls)	0.3398
Implied Volatility (Puts)	0.3618
Implied Volatility (Mean)	0.3508
Put-Call Implied Volatility Ratio	1.0647
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	7.5610
Forward Price	95.39
Call Breakeven Price	97.72
Put Breakeven Price	83.31
Option Breakeven Price	85.05