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.

Sandstorm Gold Ltd (SAND) had 20-Day Historical Volatility (Close-to-Close) of 0.4019 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)	0.4019
Historical Volatility (Parkinson)	0.3537
Implied Volatility (Calls)	0.4564
Implied Volatility (Puts)	0.4398
Implied Volatility (Mean)	0.4481
Put-Call Implied Volatility Ratio	0.9636
Implied Volatility Skew	0.0097
Option Statistics
Put-Call Ratio (Volume)	0.0556
Put-Call Ratio (Open Interest)	0.4795
Forward Price	5.51
Call Breakeven Price	6.17
Put Breakeven Price	5.01
Option Breakeven Price	5.79