Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.4977 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4977
Historical Volatility (Parkinson)	0.4588
Implied Volatility (Calls)	0.5105
Implied Volatility (Puts)	0.5122
Implied Volatility (Mean)	0.5113
Put-Call Implied Volatility Ratio	1.0033
Implied Volatility Skew	0.0361
Option Statistics
Put-Call Ratio (Volume)	0.4841
Put-Call Ratio (Open Interest)	0.6992
Forward Price	61.06
Call Breakeven Price	75.19
Put Breakeven Price	51.07
Option Breakeven Price	65.06