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.

Coherent Corp. (COHR) had 30-Day Historical Volatility (Close-to-Close) of 0.3904 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)	0.3904
Historical Volatility (Parkinson)	0.4390
Implied Volatility (Calls)	0.3589
Implied Volatility (Puts)	0.4342
Implied Volatility (Mean)	0.3966
Put-Call Implied Volatility Ratio	1.2097
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2075
Put-Call Ratio (Open Interest)	0.3823
Forward Price	58.10
Call Breakeven Price	67.23
Put Breakeven Price	45.27
Option Breakeven Price	61.16