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.

Globus Medical, Inc. (GMED) had 150-Day Historical Volatility (Close-to-Close) of 0.2641 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2641
Historical Volatility (Parkinson)	0.2671
Implied Volatility (Calls)	0.2829
Implied Volatility (Puts)	0.3408
Implied Volatility (Mean)	0.3119
Put-Call Implied Volatility Ratio	1.2045
Implied Volatility Skew	0.0150
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3372
Forward Price	51.14
Call Breakeven Price	59.62
Put Breakeven Price	42.87
Option Breakeven Price	55.41