Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.1733 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1733
Historical Volatility (Parkinson)	0.1464
Implied Volatility (Calls)	0.2143
Implied Volatility (Puts)	0.2098
Implied Volatility (Mean)	0.2121
Put-Call Implied Volatility Ratio	0.9787
Implied Volatility Skew	-0.0264
Option Statistics
Put-Call Ratio (Volume)	0.4057
Put-Call Ratio (Open Interest)	1.4630
Forward Price	73.36
Call Breakeven Price	76.30
Put Breakeven Price	57.29
Option Breakeven Price	65.13