Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2108 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)	0.2108
Historical Volatility (Parkinson)	0.4296
Implied Volatility (Calls)	0.9141
Implied Volatility (Puts)	1.0319
Implied Volatility (Mean)	0.9730
Put-Call Implied Volatility Ratio	1.1289
Implied Volatility Skew	-0.0622
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.1630
Forward Price	31.21
Call Breakeven Price	32.81
Put Breakeven Price	26.96
Option Breakeven Price	29.82