Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.2419 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2419
Historical Volatility (Parkinson)	0.2636
Implied Volatility (Calls)	0.3089
Implied Volatility (Puts)	0.3313
Implied Volatility (Mean)	0.3201
Put-Call Implied Volatility Ratio	1.0724
Implied Volatility Skew	0.0198
Option Statistics
Put-Call Ratio (Volume)	0.4751
Put-Call Ratio (Open Interest)	0.3895
Forward Price	51.00
Call Breakeven Price	58.58
Put Breakeven Price	42.37
Option Breakeven Price	54.10