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.

ArrowMark Financial Corp. (BANX) had 90-Day Historical Volatility (Close-to-Close) of 0.1310 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1310
Historical Volatility (Parkinson)	0.1574
Implied Volatility (Calls)	0.2899
Implied Volatility (Puts)	0.3590
Implied Volatility (Mean)	0.3245
Put-Call Implied Volatility Ratio	1.2381
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6297
Forward Price	18.50
Call Breakeven Price	20.59
Put Breakeven Price	16.79
Option Breakeven Price	19.04