Historical Volatility (Close-to-Close) (20-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.

DocuSign (DOCU) had 20-Day Historical Volatility (Close-to-Close) of 0.4206 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4206
Historical Volatility (Parkinson)	0.3881
Implied Volatility (Calls)	0.2805
Implied Volatility (Puts)	0.3203
Implied Volatility (Mean)	0.3004
Put-Call Implied Volatility Ratio	1.1419
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3876
Put-Call Ratio (Open Interest)	0.4135
Forward Price	51.18
Call Breakeven Price	59.29
Put Breakeven Price	49.02
Option Breakeven Price	56.53