Historical Volatility (Parkinson) (20-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Globus Medical, Inc. (GMED) had 20-Day Historical Volatility (Parkinson) of 0.2120 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)	0.1679
Historical Volatility (Parkinson)	0.2120
Implied Volatility (Calls)	0.3656
Implied Volatility (Puts)	0.3854
Implied Volatility (Mean)	0.3755
Put-Call Implied Volatility Ratio	1.0540
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3408
Put-Call Ratio (Open Interest)	0.9998
Forward Price	50.57
Call Breakeven Price	55.37
Put Breakeven Price	47.44
Option Breakeven Price	51.58