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.

The Greenbrier Companies, Inc. (GBX) had 30-Day Historical Volatility (Close-to-Close) of 0.2853 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2853
Historical Volatility (Parkinson)	0.2827
Implied Volatility (Calls)	0.3667
Implied Volatility (Puts)	0.3034
Implied Volatility (Mean)	0.3351
Put-Call Implied Volatility Ratio	0.8275
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	1.0380
Forward Price	52.65
Call Breakeven Price	56.53
Put Breakeven Price	43.43
Option Breakeven Price	51.03