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.

Groupon, Inc. (GRPN) had 20-Day Historical Volatility (Close-to-Close) of 0.8384 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)	0.8384
Historical Volatility (Parkinson)	0.7847
Implied Volatility (Calls)	1.3192
Implied Volatility (Puts)	1.3051
Implied Volatility (Mean)	1.3122
Put-Call Implied Volatility Ratio	0.9894
Implied Volatility Skew	-0.0004
Option Statistics
Put-Call Ratio (Volume)	0.5896
Put-Call Ratio (Open Interest)	1.1013
Forward Price	11.16
Call Breakeven Price	13.88
Put Breakeven Price	8.71
Option Breakeven Price	11.30