Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.1963 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1963
Historical Volatility (Parkinson)	0.2176
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.6698
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.7105
Forward Price	52.86
Call Breakeven Price	56.00
Put Breakeven Price	45.74
Option Breakeven Price	50.43