Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.5363 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)	0.5363
Historical Volatility (Parkinson)	0.4354
Implied Volatility (Calls)	0.6603
Implied Volatility (Puts)	0.6634
Implied Volatility (Mean)	0.6619
Put-Call Implied Volatility Ratio	1.0046
Implied Volatility Skew	-0.0270
Option Statistics
Put-Call Ratio (Volume)	1.0763
Put-Call Ratio (Open Interest)	1.1538
Forward Price	16.18
Call Breakeven Price	24.63
Put Breakeven Price	13.56
Option Breakeven Price	18.72