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.

Business First Bancshares, Inc. (BFST) had 60-Day Historical Volatility (Close-to-Close) of 0.3485 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3485
Historical Volatility (Parkinson)	0.2714
Implied Volatility (Calls)	0.4053
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0110
Forward Price	20.52
Call Breakeven Price	24.03
Put Breakeven Price	14.75
Option Breakeven Price	23.91