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.

Sarepta Therapeutics, Inc. (SRPT) had 30-Day Historical Volatility (Close-to-Close) of 0.3160 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3160
Historical Volatility (Parkinson)	0.4231
Implied Volatility (Calls)	0.8275
Implied Volatility (Puts)	0.8061
Implied Volatility (Mean)	0.8168
Put-Call Implied Volatility Ratio	0.9742
Implied Volatility Skew	0.0565
Option Statistics
Put-Call Ratio (Volume)	0.2356
Put-Call Ratio (Open Interest)	0.0536
Forward Price	136.97
Call Breakeven Price	159.66
Put Breakeven Price	117.89
Option Breakeven Price	157.53