Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.4333 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)	0.4333
Historical Volatility (Parkinson)	0.4215
Implied Volatility (Calls)	0.5281
Implied Volatility (Puts)	0.5953
Implied Volatility (Mean)	0.5617
Put-Call Implied Volatility Ratio	1.1271
Implied Volatility Skew	-0.0139
Option Statistics
Put-Call Ratio (Volume)	0.5177
Put-Call Ratio (Open Interest)	0.7817
Forward Price	15.93
Call Breakeven Price	18.35
Put Breakeven Price	13.93
Option Breakeven Price	16.45