Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2079 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)	0.2079
Historical Volatility (Parkinson)	0.2215
Implied Volatility (Calls)	0.3023
Implied Volatility (Puts)	0.3791
Implied Volatility (Mean)	0.3407
Put-Call Implied Volatility Ratio	1.2541
Implied Volatility Skew	0.0644
Option Statistics
Put-Call Ratio (Volume)	0.2000
Put-Call Ratio (Open Interest)	1.2586
Forward Price	50.16
Call Breakeven Price	56.97
Put Breakeven Price	47.71
Option Breakeven Price	51.81