Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.6174 for 2024-05-20.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6174
Historical Volatility (Parkinson)	0.5231
Implied Volatility (Calls)	0.6023
Implied Volatility (Puts)	0.4177
Implied Volatility (Mean)	0.5100
Put-Call Implied Volatility Ratio	0.6935
Implied Volatility Skew	0.0386
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	5.9226
Forward Price	7.46
Call Breakeven Price	7.66
Put Breakeven Price	5.60
Option Breakeven Price	5.93