Historical Volatility (Close-to-Close) (120-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.

Similarweb Ltd. (SMWB) had 120-Day Historical Volatility (Close-to-Close) of 0.5728 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5728
Historical Volatility (Parkinson)	0.5520
Implied Volatility (Calls)	0.5079
Implied Volatility (Puts)	0.5098
Implied Volatility (Mean)	0.5088
Put-Call Implied Volatility Ratio	1.0037
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3540
Forward Price	7.96
Call Breakeven Price	11.13
Put Breakeven Price	7.33
Option Breakeven Price	10.14