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 0.4150 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4150
Historical Volatility (Parkinson)	0.2989
Implied Volatility (Calls)	0.5560
Implied Volatility (Puts)	0.3655
Implied Volatility (Mean)	0.4608
Put-Call Implied Volatility Ratio	0.6574
Implied Volatility Skew	0.1167
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	9.5804
Forward Price	14.71
Call Breakeven Price	16.37
Put Breakeven Price	9.78
Option Breakeven Price	10.93