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.

Repligen Corporation (RGEN) had 30-Day Historical Volatility (Close-to-Close) of 0.4271 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)	0.4271
Historical Volatility (Parkinson)	0.3257
Implied Volatility (Calls)	0.5108
Implied Volatility (Puts)	0.5440
Implied Volatility (Mean)	0.5274
Put-Call Implied Volatility Ratio	1.0651
Implied Volatility Skew	0.0196
Option Statistics
Put-Call Ratio (Volume)	7.6209
Put-Call Ratio (Open Interest)	0.6347
Forward Price	165.85
Call Breakeven Price	211.33
Put Breakeven Price	143.55
Option Breakeven Price	190.02