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.

Clarus Corporation (CLAR) had 30-Day Historical Volatility (Close-to-Close) of 0.4182 for 2024-04-26.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4182
Historical Volatility (Parkinson)	0.3901
Implied Volatility (Calls)	0.6012
Implied Volatility (Puts)	0.7779
Implied Volatility (Mean)	0.6895
Put-Call Implied Volatility Ratio	1.2940
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5848
Forward Price	6.20
Call Breakeven Price	7.52
Put Breakeven Price	5.10
Option Breakeven Price	6.93