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.

Chewy (CHWY) had 30-Day Historical Volatility (Close-to-Close) of 0.5030 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)	0.5030
Historical Volatility (Parkinson)	0.4495
Implied Volatility (Calls)	0.5951
Implied Volatility (Puts)	0.5649
Implied Volatility (Mean)	0.5800
Put-Call Implied Volatility Ratio	0.9493
Implied Volatility Skew	0.0230
Option Statistics
Put-Call Ratio (Volume)	0.6016
Put-Call Ratio (Open Interest)	0.8007
Forward Price	15.50
Call Breakeven Price	18.62
Put Breakeven Price	13.81
Option Breakeven Price	16.52