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.

Ambac Financial Group, Inc. (AMBC) had 30-Day Historical Volatility (Close-to-Close) of 0.3322 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)	0.3322
Historical Volatility (Parkinson)	0.2937
Implied Volatility (Calls)	0.5907
Implied Volatility (Puts)	0.8302
Implied Volatility (Mean)	0.7104
Put-Call Implied Volatility Ratio	1.4054
Implied Volatility Skew	0.1188
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1731
Forward Price	14.69
Call Breakeven Price	17.16
Put Breakeven Price	13.64
Option Breakeven Price	16.67