Historical Volatility (Close-to-Close) (150-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.

Centene Corporation (CNC) had 150-Day Historical Volatility (Close-to-Close) of 0.2412 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2412
Historical Volatility (Parkinson)	0.2213
Implied Volatility (Calls)	0.2729
Implied Volatility (Puts)	0.2754
Implied Volatility (Mean)	0.2741
Put-Call Implied Volatility Ratio	1.0092
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7623
Put-Call Ratio (Open Interest)	0.7462
Forward Price	73.54
Call Breakeven Price	83.91
Put Breakeven Price	67.23
Option Breakeven Price	76.78