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.

Exact Sciences Corporation (EXAS) had 30-Day Historical Volatility (Close-to-Close) of 0.4957 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4957
Historical Volatility (Parkinson)	0.4782
Implied Volatility (Calls)	0.5420
Implied Volatility (Puts)	0.5440
Implied Volatility (Mean)	0.5430
Put-Call Implied Volatility Ratio	1.0037
Implied Volatility Skew	0.0157
Option Statistics
Put-Call Ratio (Volume)	1.3372
Put-Call Ratio (Open Interest)	0.8052
Forward Price	61.21
Call Breakeven Price	77.35
Put Breakeven Price	56.51
Option Breakeven Price	68.11