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.

Royalty Pharma PLC (RPRX) had 20-Day Historical Volatility (Close-to-Close) of 0.1767 for 2024-05-14.

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

Figures for 2024-05-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1767
Historical Volatility (Parkinson)	0.1959
Implied Volatility (Calls)	0.4522
Implied Volatility (Puts)	0.4478
Implied Volatility (Mean)	0.4500
Put-Call Implied Volatility Ratio	0.9902
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4222
Put-Call Ratio (Open Interest)	1.6771
Forward Price	28.32
Call Breakeven Price	31.46
Put Breakeven Price	24.65
Option Breakeven Price	27.80