Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.4340 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)	0.4340
Historical Volatility (Parkinson)	0.2094
Implied Volatility (Calls)	0.2583
Implied Volatility (Puts)	0.2913
Implied Volatility (Mean)	0.2748
Put-Call Implied Volatility Ratio	1.1278
Implied Volatility Skew	0.0106
Option Statistics
Put-Call Ratio (Volume)	0.7126
Put-Call Ratio (Open Interest)	0.6947
Forward Price	56.67
Call Breakeven Price	80.93
Put Breakeven Price	55.23
Option Breakeven Price	70.40