Historical Volatility (Close-to-Close) (120-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.

PRA Group, Inc. (PRAA) had 120-Day Historical Volatility (Close-to-Close) of 0.5296 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5296
Historical Volatility (Parkinson)	0.4429
Implied Volatility (Calls)	0.5545
Implied Volatility (Puts)	0.5199
Implied Volatility (Mean)	0.5372
Put-Call Implied Volatility Ratio	0.9377
Implied Volatility Skew	0.0444
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5388
Forward Price	24.10
Call Breakeven Price	28.77
Put Breakeven Price	16.35
Option Breakeven Price	25.30