Historical Volatility (Close-to-Close) (60-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.

Live Oak Bancshares, Inc. (LOB) had 60-Day Historical Volatility (Close-to-Close) of 0.5342 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)	0.5342
Historical Volatility (Parkinson)	0.3614
Implied Volatility (Calls)	0.3892
Implied Volatility (Puts)	0.4527
Implied Volatility (Mean)	0.4210
Put-Call Implied Volatility Ratio	1.1633
Implied Volatility Skew	0.0999
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2224
Forward Price	36.15
Call Breakeven Price	41.93
Put Breakeven Price	27.41
Option Breakeven Price	39.29