Historical Volatility (Close-to-Close) (20-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.

Rocket Lab USA, Inc. (RKLB) had 20-Day Historical Volatility (Close-to-Close) of 0.5679 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5679
Historical Volatility (Parkinson)	0.5511
Implied Volatility (Calls)	0.5673
Implied Volatility (Puts)	0.6047
Implied Volatility (Mean)	0.5860
Put-Call Implied Volatility Ratio	1.0660
Implied Volatility Skew	-0.1828
Option Statistics
Put-Call Ratio (Volume)	0.5792
Put-Call Ratio (Open Interest)	0.1908
Forward Price	4.23
Call Breakeven Price	4.57
Put Breakeven Price	3.76
Option Breakeven Price	4.45