Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.5513 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5513
Historical Volatility (Parkinson)	0.4485
Implied Volatility (Calls)	0.5200
Implied Volatility (Puts)	0.5071
Implied Volatility (Mean)	0.5135
Put-Call Implied Volatility Ratio	0.9751
Implied Volatility Skew	0.1475
Option Statistics
Put-Call Ratio (Volume)	2.5000
Put-Call Ratio (Open Interest)	0.7468
Forward Price	25.15
Call Breakeven Price	29.34
Put Breakeven Price	18.19
Option Breakeven Price	25.44