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.

ProPetro Holding Corp. (PUMP) had 30-Day Historical Volatility (Close-to-Close) of 1.1854 for 2020-05-28.

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

Figures for 2020-05-28

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1854
Historical Volatility (Parkinson)	0.9209
Implied Volatility (Calls)	1.2411
Implied Volatility (Puts)	1.1698
Implied Volatility (Mean)	1.2054
Put-Call Implied Volatility Ratio	0.9426
Implied Volatility Skew	0.0339
Option Statistics
Put-Call Ratio (Volume)	0.0640
Put-Call Ratio (Open Interest)	0.7844
Forward Price	5.28
Call Breakeven Price	5.86
Put Breakeven Price	4.44
Option Breakeven Price	5.43

Data from Quantcha