Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 1.0506 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0506
Historical Volatility (Parkinson)	0.7403
Implied Volatility (Calls)	0.7971
Implied Volatility (Puts)	0.9478
Implied Volatility (Mean)	0.8725
Put-Call Implied Volatility Ratio	1.1890
Implied Volatility Skew	0.0268
Option Statistics
Put-Call Ratio (Volume)	8.1439
Put-Call Ratio (Open Interest)	72.8910
Forward Price	11.41
Call Breakeven Price	19.98
Put Breakeven Price	7.27
Option Breakeven Price	9.35