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.

Lyra Therapeutics, Inc. (LYRA) had 20-Day Historical Volatility (Close-to-Close) of 8.6062 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)	8.6062
Historical Volatility (Parkinson)	1.7813
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0698
Put-Call Ratio (Open Interest)	0.1224
Forward Price	--
Call Breakeven Price	4.07
Put Breakeven Price	0.35
Option Breakeven Price	3.77