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.

Biohaven Ltd. (BHVN) had 30-Day Historical Volatility (Close-to-Close) of 0.6162 for 2023-03-27.

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

Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6162
Historical Volatility (Parkinson)	0.6905
Implied Volatility (Calls)	0.9379
Implied Volatility (Puts)	0.8311
Implied Volatility (Mean)	0.8845
Put-Call Implied Volatility Ratio	0.8862
Implied Volatility Skew	0.0471
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2065
Forward Price	14.26
Call Breakeven Price	20.13
Put Breakeven Price	11.95
Option Breakeven Price	18.97