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.

NovoCure Limited (NVCR) had 30-Day Historical Volatility (Close-to-Close) of 0.6892 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6892
Historical Volatility (Parkinson)	0.6564
Implied Volatility (Calls)	0.7415
Implied Volatility (Puts)	0.7566
Implied Volatility (Mean)	0.7490
Put-Call Implied Volatility Ratio	1.0203
Implied Volatility Skew	-0.0917
Option Statistics
Put-Call Ratio (Volume)	0.2286
Put-Call Ratio (Open Interest)	0.5270
Forward Price	12.36
Call Breakeven Price	19.19
Put Breakeven Price	9.98
Option Breakeven Price	16.03