Historical Volatility (Close-to-Close) (150-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.

Provident Bancorp, Inc. (PVBC) had 150-Day Historical Volatility (Close-to-Close) of 0.3535 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3535
Historical Volatility (Parkinson)	0.3706
Implied Volatility (Calls)	0.3318
Implied Volatility (Puts)	0.3179
Implied Volatility (Mean)	0.3248
Put-Call Implied Volatility Ratio	0.9581
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0816
Forward Price	9.65
Call Breakeven Price	10.93
Put Breakeven Price	9.16
Option Breakeven Price	10.59