Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.7600 for 2022-12-01.

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

Figures for 2022-12-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7600
Historical Volatility (Parkinson)	0.4913
Implied Volatility (Calls)	0.5042
Implied Volatility (Puts)	0.5042
Implied Volatility (Mean)	0.5042
Put-Call Implied Volatility Ratio	1.0000
Implied Volatility Skew	0.0921
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.5859
Forward Price	28.69
Call Breakeven Price	29.86
Put Breakeven Price	25.38
Option Breakeven Price	27.14

Data from Quantcha