Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.3949 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)	0.3949
Historical Volatility (Parkinson)	0.3231
Implied Volatility (Calls)	0.3796
Implied Volatility (Puts)	0.3108
Implied Volatility (Mean)	0.3452
Put-Call Implied Volatility Ratio	0.8187
Implied Volatility Skew	0.0878
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.8891
Forward Price	15.23
Call Breakeven Price	16.43
Put Breakeven Price	9.09
Option Breakeven Price	11.63