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.

Gran Tierra Energy Inc. (GTE) had 60-Day Historical Volatility (Close-to-Close) of 0.4269 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4269
Historical Volatility (Parkinson)	0.4359
Implied Volatility (Calls)	0.4796
Implied Volatility (Puts)	1.5016
Implied Volatility (Mean)	0.9906
Put-Call Implied Volatility Ratio	3.1311
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0344
Forward Price	7.98
Call Breakeven Price	9.98
Put Breakeven Price	8.06
Option Breakeven Price	9.91