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.

Bridgewater Bancshares, Inc. (BWB) had 150-Day Historical Volatility (Close-to-Close) of 0.3697 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3697
Historical Volatility (Parkinson)	0.3403
Implied Volatility (Calls)	0.4068
Implied Volatility (Puts)	0.2982
Implied Volatility (Mean)	0.3525
Put-Call Implied Volatility Ratio	0.7332
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	10.8333
Forward Price	12.29
Call Breakeven Price	17.98
Put Breakeven Price	9.16
Option Breakeven Price	9.27