Historical Volatility (Close-to-Close) (10-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.

Groupon, Inc. (GRPN) had 10-Day Historical Volatility (Close-to-Close) of 0.7160 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7160
Historical Volatility (Parkinson)	0.7706
Implied Volatility (Calls)	1.6643
Implied Volatility (Puts)	1.6471
Implied Volatility (Mean)	1.6557
Put-Call Implied Volatility Ratio	0.9897
Implied Volatility Skew	0.0220
Option Statistics
Put-Call Ratio (Volume)	0.1682
Put-Call Ratio (Open Interest)	0.2329
Forward Price	11.14
Call Breakeven Price	13.31
Put Breakeven Price	9.58
Option Breakeven Price	12.58