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.

Criteo S.A. (CRTO) had 180-Day Historical Volatility (Close-to-Close) of 0.3153 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3153
Historical Volatility (Parkinson)	0.2872
Implied Volatility (Calls)	0.3883
Implied Volatility (Puts)	0.3755
Implied Volatility (Mean)	0.3819
Put-Call Implied Volatility Ratio	0.9669
Implied Volatility Skew	0.0267
Option Statistics
Put-Call Ratio (Volume)	0.1600
Put-Call Ratio (Open Interest)	0.0034
Forward Price	38.04
Call Breakeven Price	42.11
Put Breakeven Price	30.68
Option Breakeven Price	42.08