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.

Boston Scientific Corporation (BSX) had 30-Day Historical Volatility (Close-to-Close) of 0.1279 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1279
Historical Volatility (Parkinson)	0.1447
Implied Volatility (Calls)	0.2543
Implied Volatility (Puts)	0.2588
Implied Volatility (Mean)	0.2565
Put-Call Implied Volatility Ratio	1.0177
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2241
Put-Call Ratio (Open Interest)	0.5948
Forward Price	69.26
Call Breakeven Price	71.56
Put Breakeven Price	59.49
Option Breakeven Price	67.01