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.

CVS Health Corporation (CVS) had 30-Day Historical Volatility (Close-to-Close) of 0.3082 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3082
Historical Volatility (Parkinson)	0.2147
Implied Volatility (Calls)	0.2446
Implied Volatility (Puts)	0.3331
Implied Volatility (Mean)	0.2888
Put-Call Implied Volatility Ratio	1.3617
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4409
Put-Call Ratio (Open Interest)	0.4983
Forward Price	69.01
Call Breakeven Price	79.67
Put Breakeven Price	66.30
Option Breakeven Price	75.21