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.

Canopy Growth Corporation (CGC) had 120-Day Historical Volatility (Close-to-Close) of 1.9407 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)	1.9407
Historical Volatility (Parkinson)	1.5222
Implied Volatility (Calls)	0.6930
Implied Volatility (Puts)	1.9194
Implied Volatility (Mean)	1.3062
Put-Call Implied Volatility Ratio	2.7695
Implied Volatility Skew	-0.0933
Option Statistics
Put-Call Ratio (Volume)	0.1188
Put-Call Ratio (Open Interest)	0.2741
Forward Price	7.44
Call Breakeven Price	13.39
Put Breakeven Price	5.27
Option Breakeven Price	11.66