Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.5372 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5372
Historical Volatility (Parkinson)	0.4932
Implied Volatility (Calls)	0.5077
Implied Volatility (Puts)	0.4928
Implied Volatility (Mean)	0.5003
Put-Call Implied Volatility Ratio	0.9707
Implied Volatility Skew	0.0414
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	5.2907
Forward Price	28.82
Call Breakeven Price	34.48
Put Breakeven Price	24.69
Option Breakeven Price	27.38

Data from Quantcha