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.

Horizon Bancorp (IN) (HBNC) had 30-Day Historical Volatility (Close-to-Close) of 0.3788 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3788
Historical Volatility (Parkinson)	0.3425
Implied Volatility (Calls)	0.6938
Implied Volatility (Puts)	0.4769
Implied Volatility (Mean)	0.5854
Put-Call Implied Volatility Ratio	0.6874
Implied Volatility Skew	0.1924
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.7489
Forward Price	12.11
Call Breakeven Price	13.00
Put Breakeven Price	11.36
Option Breakeven Price	12.19