Historical Volatility (Close-to-Close) (90-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.

ICU Medical, Inc. (ICUI) had 90-Day Historical Volatility (Close-to-Close) of 0.4152 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)	0.4152
Historical Volatility (Parkinson)	0.3730
Implied Volatility (Calls)	0.5276
Implied Volatility (Puts)	0.5127
Implied Volatility (Mean)	0.5201
Put-Call Implied Volatility Ratio	0.9718
Implied Volatility Skew	0.0552
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5238
Forward Price	100.60
Call Breakeven Price	182.64
Put Breakeven Price	81.38
Option Breakeven Price	120.72