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 0.3847 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3847
Historical Volatility (Parkinson)	0.3644
Implied Volatility (Calls)	0.5728
Implied Volatility (Puts)	0.6003
Implied Volatility (Mean)	0.5866
Put-Call Implied Volatility Ratio	1.0480
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1918
Forward Price	8.22
Call Breakeven Price	10.05
Put Breakeven Price	7.56
Option Breakeven Price	9.65