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.

Grifols, S.A. (GRFS) had 20-Day Historical Volatility (Close-to-Close) of 0.4380 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4380
Historical Volatility (Parkinson)	0.3280
Implied Volatility (Calls)	1.0982
Implied Volatility (Puts)	1.0248
Implied Volatility (Mean)	1.0615
Put-Call Implied Volatility Ratio	0.9331
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2500
Put-Call Ratio (Open Interest)	0.4282
Forward Price	6.46
Call Breakeven Price	10.63
Put Breakeven Price	5.05
Option Breakeven Price	8.96