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.

ProAssurance Corporation (PRA) had 30-Day Historical Volatility (Close-to-Close) of 0.3872 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3872
Historical Volatility (Parkinson)	0.3215
Implied Volatility (Calls)	0.4253
Implied Volatility (Puts)	0.6310
Implied Volatility (Mean)	0.5282
Put-Call Implied Volatility Ratio	1.4835
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	9.9120
Forward Price	13.29
Call Breakeven Price	15.25
Put Breakeven Price	8.40
Option Breakeven Price	10.40