Historical Volatility (Close-to-Close) (20-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.

BlackLine (BL) had 20-Day Historical Volatility (Close-to-Close) of 0.2882 for 2025-10-13.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2882
Historical Volatility (Parkinson)	0.2670
Implied Volatility (Calls)	0.5930
Implied Volatility (Puts)	0.6443
Implied Volatility (Mean)	0.6186
Put-Call Implied Volatility Ratio	1.0865
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1636
Put-Call Ratio (Open Interest)	0.4784