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 0.7252 for 2021-03-05.

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

Figures for 2021-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7252
Historical Volatility (Parkinson)	0.7304
Implied Volatility (Calls)	0.6750
Implied Volatility (Puts)	0.7114
Implied Volatility (Mean)	0.6932
Put-Call Implied Volatility Ratio	1.0539
Implied Volatility Skew	0.0412
Option Statistics
Put-Call Ratio (Volume)	165.3613
Put-Call Ratio (Open Interest)	2.0861
Forward Price	13.20
Call Breakeven Price	13.97
Put Breakeven Price	10.84
Option Breakeven Price	12.76

Data from Quantcha