Historical Volatility (Close-to-Close) (30-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.

Shake Shack, Inc. (SHAK) had 30-Day Historical Volatility (Close-to-Close) of 0.3216 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3216
Historical Volatility (Parkinson)	0.3547
Implied Volatility (Calls)	0.3628
Implied Volatility (Puts)	0.3665
Implied Volatility (Mean)	0.3646
Put-Call Implied Volatility Ratio	1.0102
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2690
Put-Call Ratio (Open Interest)	1.0886
Forward Price	106.02
Call Breakeven Price	121.46
Put Breakeven Price	97.58
Option Breakeven Price	109.26