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.

Legend Biotech Corporation Sponsored ADR (LEGN) had 30-Day Historical Volatility (Close-to-Close) of 0.2888 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2888
Historical Volatility (Parkinson)	0.3790
Implied Volatility (Calls)	0.5490
Implied Volatility (Puts)	0.5872
Implied Volatility (Mean)	0.5681
Put-Call Implied Volatility Ratio	1.0696
Implied Volatility Skew	0.0942
Option Statistics
Put-Call Ratio (Volume)	24.0569
Put-Call Ratio (Open Interest)	0.2900
Forward Price	46.21
Call Breakeven Price	71.63
Put Breakeven Price	44.16
Option Breakeven Price	65.43