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.

Aurora Cannabis Inc. (ACB) had 30-Day Historical Volatility (Close-to-Close) of 1.7232 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	1.7232
Historical Volatility (Parkinson)	1.7900
Implied Volatility (Calls)	0.9186
Implied Volatility (Puts)	2.3013
Implied Volatility (Mean)	1.6100
Put-Call Implied Volatility Ratio	2.5051
Implied Volatility Skew	0.3736
Option Statistics
Put-Call Ratio (Volume)	0.1429
Put-Call Ratio (Open Interest)	6.0323
Forward Price	6.13
Call Breakeven Price	8.57
Put Breakeven Price	3.32
Option Breakeven Price	4.07