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.

BlackLine (BL) had 30-Day Historical Volatility (Close-to-Close) of 0.6315 for 2026-09-01.

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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 2026-09-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6315
Historical Volatility (Parkinson)	0.5038
Implied Volatility (Calls)	0.6693
Implied Volatility (Puts)	0.5489
Implied Volatility (Mean)	0.6091
Put-Call Implied Volatility Ratio	0.8201
Implied Volatility Skew	0.0183
Option Statistics
Put-Call Ratio (Volume)	0.5893
Put-Call Ratio (Open Interest)	0.3002