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.

Premier Financial Corp. (PFC) had 10-Day Historical Volatility (Close-to-Close) of 0.3205 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)	0.3205
Historical Volatility (Parkinson)	0.3173
Implied Volatility (Calls)	0.7288
Implied Volatility (Puts)	0.4790
Implied Volatility (Mean)	0.6039
Put-Call Implied Volatility Ratio	0.6573
Implied Volatility Skew	0.3685
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.5581
Forward Price	20.96
Call Breakeven Price	23.44
Put Breakeven Price	14.77
Option Breakeven Price	18.16