Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 1.0422 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0422
Historical Volatility (Parkinson)	0.8330
Implied Volatility (Calls)	1.0186
Implied Volatility (Puts)	1.6669
Implied Volatility (Mean)	1.3427
Put-Call Implied Volatility Ratio	1.6364
Implied Volatility Skew	0.0274
Option Statistics
Put-Call Ratio (Volume)	0.0519
Put-Call Ratio (Open Interest)	0.3635
Forward Price	6.08
Call Breakeven Price	10.74
Put Breakeven Price	4.70
Option Breakeven Price	9.16