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.

Addus HomeCare Corporation (ADUS) had 30-Day Historical Volatility (Close-to-Close) of 0.2957 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2957
Historical Volatility (Parkinson)	0.3210
Implied Volatility (Calls)	0.4241
Implied Volatility (Puts)	0.4196
Implied Volatility (Mean)	0.4218
Put-Call Implied Volatility Ratio	0.9893
Implied Volatility Skew	0.0627
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3952
Forward Price	98.82
Call Breakeven Price	109.94
Put Breakeven Price	89.38
Option Breakeven Price	104.09