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.

Canopy Growth Corporation (CGC) had 30-Day Historical Volatility (Close-to-Close) of 1.9277 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	1.9277
Historical Volatility (Parkinson)	1.5962
Implied Volatility (Calls)	0.8873
Implied Volatility (Puts)	2.0545
Implied Volatility (Mean)	1.4709
Put-Call Implied Volatility Ratio	2.3156
Implied Volatility Skew	-0.0508
Option Statistics
Put-Call Ratio (Volume)	7.5000
Put-Call Ratio (Open Interest)	0.4720
Forward Price	7.61
Call Breakeven Price	13.06
Put Breakeven Price	5.35
Option Breakeven Price	10.60