Historical Volatility (Close-to-Close) (30-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.

Gran Tierra Energy Inc. (GTE) had 30-Day Historical Volatility (Close-to-Close) of 0.4866 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4866
Historical Volatility (Parkinson)	0.4833
Implied Volatility (Calls)	0.4743
Implied Volatility (Puts)	0.7031
Implied Volatility (Mean)	0.5887
Put-Call Implied Volatility Ratio	1.4825
Implied Volatility Skew	-0.0234
Option Statistics
Put-Call Ratio (Volume)	0.0104
Put-Call Ratio (Open Interest)	0.1188
Forward Price	8.58
Call Breakeven Price	9.55
Put Breakeven Price	6.26
Option Breakeven Price	9.19