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.

Eastern Bankshares, Inc. (EBC) had 30-Day Historical Volatility (Close-to-Close) of 0.3205 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)	0.3205
Historical Volatility (Parkinson)	0.2775
Implied Volatility (Calls)	0.4592
Implied Volatility (Puts)	0.4721
Implied Volatility (Mean)	0.4657
Put-Call Implied Volatility Ratio	1.0282
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	14.2857
Put-Call Ratio (Open Interest)	116.6715
Forward Price	13.44
Call Breakeven Price	14.75
Put Breakeven Price	11.54
Option Breakeven Price	12.03