Historical Volatility (Parkinson) (30-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Immunovant, Inc. (IMVT) had 30-Day Historical Volatility (Parkinson) of 0.4326 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)	0.3554
Historical Volatility (Parkinson)	0.4326
Implied Volatility (Calls)	0.7505
Implied Volatility (Puts)	0.7961
Implied Volatility (Mean)	0.7733
Put-Call Implied Volatility Ratio	1.0607
Implied Volatility Skew	-0.1378
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0784
Forward Price	31.44
Call Breakeven Price	35.53
Put Breakeven Price	20.54
Option Breakeven Price	34.44