Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.7069 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)	0.7069
Historical Volatility (Parkinson)	0.5644
Implied Volatility (Calls)	1.0719
Implied Volatility (Puts)	1.2388
Implied Volatility (Mean)	1.1553
Put-Call Implied Volatility Ratio	1.1558
Implied Volatility Skew	-0.1258
Option Statistics
Put-Call Ratio (Volume)	0.0783
Put-Call Ratio (Open Interest)	0.5135
Forward Price	12.57
Call Breakeven Price	21.92
Put Breakeven Price	8.33
Option Breakeven Price	17.32