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.

Arcus Biosciences, Inc. (RCUS) had 30-Day Historical Volatility (Close-to-Close) of 0.5966 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5966
Historical Volatility (Parkinson)	0.5428
Implied Volatility (Calls)	0.6727
Implied Volatility (Puts)	0.9015
Implied Volatility (Mean)	0.7871
Put-Call Implied Volatility Ratio	1.3400
Implied Volatility Skew	0.5113
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0743
Forward Price	14.44
Call Breakeven Price	16.53
Put Breakeven Price	13.99
Option Breakeven Price	16.46