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.

Immunovant, Inc. (IMVT) had 30-Day Historical Volatility (Close-to-Close) of 0.4144 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4144
Historical Volatility (Parkinson)	0.4555
Implied Volatility (Calls)	1.0102
Implied Volatility (Puts)	0.9180
Implied Volatility (Mean)	0.9641
Put-Call Implied Volatility Ratio	0.9088
Implied Volatility Skew	0.0682
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	3.8333
Forward Price	28.95
Call Breakeven Price	33.33
Put Breakeven Price	24.78
Option Breakeven Price	26.55