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.

GameStop Corp. (GME) had 30-Day Historical Volatility (Close-to-Close) of 0.7923 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7923
Historical Volatility (Parkinson)	0.5136
Implied Volatility (Calls)	0.8773
Implied Volatility (Puts)	0.9584
Implied Volatility (Mean)	0.9179
Put-Call Implied Volatility Ratio	1.0924
Implied Volatility Skew	-0.0931
Option Statistics
Put-Call Ratio (Volume)	0.0333
Put-Call Ratio (Open Interest)	0.4456
Forward Price	11.16
Call Breakeven Price	14.70
Put Breakeven Price	9.89
Option Breakeven Price	13.56