Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.4198 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)	0.4198
Historical Volatility (Parkinson)	0.5008
Implied Volatility (Calls)	0.4602
Implied Volatility (Puts)	0.5024
Implied Volatility (Mean)	0.4813
Put-Call Implied Volatility Ratio	1.0917
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1677
Forward Price	7.87
Call Breakeven Price	10.46
Put Breakeven Price	7.18
Option Breakeven Price	9.99