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 0.1671 for 2021-04-21.

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

Figures for 2021-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1671
Historical Volatility (Parkinson)	0.2038
Implied Volatility (Calls)	0.3008
Implied Volatility (Puts)	0.2997
Implied Volatility (Mean)	0.3002
Put-Call Implied Volatility Ratio	0.9963
Implied Volatility Skew	0.0683
Option Statistics
Put-Call Ratio (Volume)	0.1883
Put-Call Ratio (Open Interest)	0.0686
Forward Price	71.50
Call Breakeven Price	73.72
Put Breakeven Price	65.90
Option Breakeven Price	73.53

Data from Quantcha