Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.4115 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)	0.4115
Historical Volatility (Parkinson)	0.3648
Implied Volatility (Calls)	0.6522
Implied Volatility (Puts)	0.6688
Implied Volatility (Mean)	0.6605
Put-Call Implied Volatility Ratio	1.0254
Implied Volatility Skew	0.0277
Option Statistics
Put-Call Ratio (Volume)	0.2000
Put-Call Ratio (Open Interest)	0.1641
Forward Price	135.13
Call Breakeven Price	162.23
Put Breakeven Price	103.78
Option Breakeven Price	154.91