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.

Corcept Therapeutics Incorporated (CORT) had 20-Day Historical Volatility (Close-to-Close) of 0.3541 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)	0.3541
Historical Volatility (Parkinson)	0.5822
Implied Volatility (Calls)	1.2847
Implied Volatility (Puts)	1.3307
Implied Volatility (Mean)	1.3077
Put-Call Implied Volatility Ratio	1.0358
Implied Volatility Skew	0.0860
Option Statistics
Put-Call Ratio (Volume)	2.1831
Put-Call Ratio (Open Interest)	2.0617
Forward Price	28.86
Call Breakeven Price	34.08
Put Breakeven Price	19.77
Option Breakeven Price	24.44