Historical Volatility (Close-to-Close) (60-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.

Etsy, Inc. (ETSY) had 60-Day Historical Volatility (Close-to-Close) of 0.4911 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)	0.4911
Historical Volatility (Parkinson)	0.3466
Implied Volatility (Calls)	0.3625
Implied Volatility (Puts)	0.3726
Implied Volatility (Mean)	0.3675
Put-Call Implied Volatility Ratio	1.0277
Implied Volatility Skew	-0.0056
Option Statistics
Put-Call Ratio (Volume)	4.4546
Put-Call Ratio (Open Interest)	1.6128
Forward Price	64.56
Call Breakeven Price	77.11
Put Breakeven Price	56.29
Option Breakeven Price	69.67