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.

Globus Medical, Inc. (GMED) had 30-Day Historical Volatility (Close-to-Close) of 0.2309 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2309
Historical Volatility (Parkinson)	0.2340
Implied Volatility (Calls)	0.3847
Implied Volatility (Puts)	0.4074
Implied Volatility (Mean)	0.3960
Put-Call Implied Volatility Ratio	1.0590
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.8571
Put-Call Ratio (Open Interest)	1.5997
Forward Price	51.96
Call Breakeven Price	57.59
Put Breakeven Price	48.43
Option Breakeven Price	51.97