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.

Gray Television, Inc. (GTN) had 30-Day Historical Volatility (Close-to-Close) of 0.4032 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4032
Historical Volatility (Parkinson)	0.3587
Implied Volatility (Calls)	0.6511
Implied Volatility (Puts)	0.6694
Implied Volatility (Mean)	0.6603
Put-Call Implied Volatility Ratio	1.0282
Implied Volatility Skew	0.0922
Option Statistics
Put-Call Ratio (Volume)	0.1500
Put-Call Ratio (Open Interest)	2.1669
Forward Price	6.04
Call Breakeven Price	9.90
Put Breakeven Price	5.46
Option Breakeven Price	8.88