Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 1.0169 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0169
Historical Volatility (Parkinson)	0.2258
Implied Volatility (Calls)	0.2897
Implied Volatility (Puts)	0.2865
Implied Volatility (Mean)	0.2881
Put-Call Implied Volatility Ratio	0.9890
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7425
Put-Call Ratio (Open Interest)	0.4523
Forward Price	56.40
Call Breakeven Price	72.53
Put Breakeven Price	55.76
Option Breakeven Price	67.31