Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.1666 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)	0.1666
Historical Volatility (Parkinson)	0.1444
Implied Volatility (Calls)	0.2189
Implied Volatility (Puts)	0.2156
Implied Volatility (Mean)	0.2173
Put-Call Implied Volatility Ratio	0.9848
Implied Volatility Skew	-0.0035
Option Statistics
Put-Call Ratio (Volume)	0.3552
Put-Call Ratio (Open Interest)	1.8392
Forward Price	73.66
Call Breakeven Price	76.72
Put Breakeven Price	56.96
Option Breakeven Price	64.13