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.

PagerDuty (PD) had 30-Day Historical Volatility (Close-to-Close) of 0.4213 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4213
Historical Volatility (Parkinson)	0.3869
Implied Volatility (Calls)	0.4728
Implied Volatility (Puts)	0.4664
Implied Volatility (Mean)	0.4696
Put-Call Implied Volatility Ratio	0.9865
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8953
Put-Call Ratio (Open Interest)	0.2316
Forward Price	20.06
Call Breakeven Price	26.11
Put Breakeven Price	18.55
Option Breakeven Price	24.65