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.

Criteo S.A. (CRTO) had 30-Day Historical Volatility (Close-to-Close) of 0.3071 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3071
Historical Volatility (Parkinson)	0.3477
Implied Volatility (Calls)	0.3594
Implied Volatility (Puts)	0.6441
Implied Volatility (Mean)	0.5018
Put-Call Implied Volatility Ratio	1.7921
Implied Volatility Skew	-0.0090
Option Statistics
Put-Call Ratio (Volume)	0.0267
Put-Call Ratio (Open Interest)	0.0317
Forward Price	36.33
Call Breakeven Price	39.32
Put Breakeven Price	28.96
Option Breakeven Price	39.01