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.

Clarus Corporation (CLAR) had 20-Day Historical Volatility (Close-to-Close) of 0.8295 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)	0.8295
Historical Volatility (Parkinson)	0.5828
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.4517
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.6182
Forward Price	6.96
Call Breakeven Price	7.46
Put Breakeven Price	5.42
Option Breakeven Price	6.68