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.

Evolent Health, Inc (EVH) had 30-Day Historical Volatility (Close-to-Close) of 0.2791 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2791
Historical Volatility (Parkinson)	0.2865
Implied Volatility (Calls)	0.6071
Implied Volatility (Puts)	0.5533
Implied Volatility (Mean)	0.5802
Put-Call Implied Volatility Ratio	0.9113
Implied Volatility Skew	0.0961
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1183
Forward Price	29.92
Call Breakeven Price	38.92
Put Breakeven Price	28.02
Option Breakeven Price	37.78