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.

Geopark Ltd (GPRK) had 30-Day Historical Volatility (Close-to-Close) of 0.2377 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)	0.2377
Historical Volatility (Parkinson)	0.2677
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.4872
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.2802
Forward Price	9.25
Call Breakeven Price	10.61
Put Breakeven Price	8.59
Option Breakeven Price	9.56