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.

Repligen Corporation (RGEN) had 60-Day Historical Volatility (Close-to-Close) of 0.3226 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3226
Historical Volatility (Parkinson)	0.3134
Implied Volatility (Calls)	0.4474
Implied Volatility (Puts)	0.4476
Implied Volatility (Mean)	0.4475
Put-Call Implied Volatility Ratio	1.0005
Implied Volatility Skew	0.0180
Option Statistics
Put-Call Ratio (Volume)	3.7755
Put-Call Ratio (Open Interest)	2.0217
Forward Price	158.53
Call Breakeven Price	199.04
Put Breakeven Price	109.43
Option Breakeven Price	140.33