Historical Volatility (Close-to-Close) (60-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.

Anavex Life Sciences Corp. (AVXL) had 60-Day Historical Volatility (Close-to-Close) of 0.6085 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6085
Historical Volatility (Parkinson)	0.5327
Implied Volatility (Calls)	1.1320
Implied Volatility (Puts)	0.7540
Implied Volatility (Mean)	0.9430
Put-Call Implied Volatility Ratio	0.6660
Implied Volatility Skew	0.0587
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7832
Forward Price	4.31
Call Breakeven Price	6.56
Put Breakeven Price	3.92
Option Breakeven Price	5.63