Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.5672 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5672
Historical Volatility (Parkinson)	0.5503
Implied Volatility (Calls)	0.6811
Implied Volatility (Puts)	0.6620
Implied Volatility (Mean)	0.6715
Put-Call Implied Volatility Ratio	0.9720
Implied Volatility Skew	0.0610
Option Statistics
Put-Call Ratio (Volume)	0.8846
Put-Call Ratio (Open Interest)	0.3456
Forward Price	17.76
Call Breakeven Price	23.59
Put Breakeven Price	14.04
Option Breakeven Price	21.15