Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.4648 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)	0.4648
Historical Volatility (Parkinson)	0.4569
Implied Volatility (Calls)	0.6144
Implied Volatility (Puts)	0.5270
Implied Volatility (Mean)	0.5707
Put-Call Implied Volatility Ratio	0.8577
Implied Volatility Skew	-0.0130
Option Statistics
Put-Call Ratio (Volume)	19.0000
Put-Call Ratio (Open Interest)	0.1969
Forward Price	46.33
Call Breakeven Price	70.94
Put Breakeven Price	43.22
Option Breakeven Price	66.38