Historical Volatility (Close-to-Close) (120-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.

Enovis Corporation (ENOV) had 120-Day Historical Volatility (Close-to-Close) of 0.2705 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2705
Historical Volatility (Parkinson)	0.2396
Implied Volatility (Calls)	0.3017
Implied Volatility (Puts)	0.2184
Implied Volatility (Mean)	0.2600
Put-Call Implied Volatility Ratio	0.7240
Implied Volatility Skew	0.0831
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.0772
Forward Price	54.06
Call Breakeven Price	71.29
Put Breakeven Price	42.80
Option Breakeven Price	53.23