Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.5364 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5364
Historical Volatility (Parkinson)	0.4445
Implied Volatility (Calls)	0.5266
Implied Volatility (Puts)	0.4549
Implied Volatility (Mean)	0.4908
Put-Call Implied Volatility Ratio	0.8639
Implied Volatility Skew	0.0503
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7239
Forward Price	32.17
Call Breakeven Price	38.88
Put Breakeven Price	28.17
Option Breakeven Price	37.26