Historical Volatility (Parkinson) (60-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Repligen Corporation (RGEN) had 60-Day Historical Volatility (Parkinson) of 0.3299 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)	0.3962
Historical Volatility (Parkinson)	0.3299
Implied Volatility (Calls)	0.3601
Implied Volatility (Puts)	0.3702
Implied Volatility (Mean)	0.3652
Put-Call Implied Volatility Ratio	1.0279
Implied Volatility Skew	-0.0105
Option Statistics
Put-Call Ratio (Volume)	1.4773
Put-Call Ratio (Open Interest)	0.9793
Forward Price	167.59
Call Breakeven Price	200.76
Put Breakeven Price	115.49
Option Breakeven Price	161.99