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.

Shopify Inc. (SHOP) had 30-Day Historical Volatility (Close-to-Close) of 0.7985 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)	0.7985
Historical Volatility (Parkinson)	0.3685
Implied Volatility (Calls)	0.3487
Implied Volatility (Puts)	0.3513
Implied Volatility (Mean)	0.3500
Put-Call Implied Volatility Ratio	1.0075
Implied Volatility Skew	0.0080
Option Statistics
Put-Call Ratio (Volume)	0.3446
Put-Call Ratio (Open Interest)	0.4199
Forward Price	58.03
Call Breakeven Price	69.82
Put Breakeven Price	54.21
Option Breakeven Price	64.91