Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.4805 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)	0.4805
Historical Volatility (Parkinson)	0.3467
Implied Volatility (Calls)	0.3903
Implied Volatility (Puts)	0.3835
Implied Volatility (Mean)	0.3869
Put-Call Implied Volatility Ratio	0.9824
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2361
Put-Call Ratio (Open Interest)	0.0640
Forward Price	18.31
Call Breakeven Price	18.90
Put Breakeven Price	14.45
Option Breakeven Price	18.69