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.

Vaalco Energy Inc (EGY) had 30-Day Historical Volatility (Close-to-Close) of 0.3577 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)	0.3577
Historical Volatility (Parkinson)	0.3322
Implied Volatility (Calls)	0.4038
Implied Volatility (Puts)	0.4968
Implied Volatility (Mean)	0.4503
Put-Call Implied Volatility Ratio	1.2305
Implied Volatility Skew	0.1817
Option Statistics
Put-Call Ratio (Volume)	54.7302
Put-Call Ratio (Open Interest)	5.1132
Forward Price	6.23
Call Breakeven Price	6.97
Put Breakeven Price	5.88
Option Breakeven Price	6.36