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.

Valens Semiconductor, Ltd. (VLN) had 30-Day Historical Volatility (Close-to-Close) of 0.4823 for 2024-06-12.

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

Figures for 2024-06-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4823
Historical Volatility (Parkinson)	0.4719
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.6250
Put-Call Ratio (Open Interest)	0.0896
Forward Price	2.87
Call Breakeven Price	4.20
Put Breakeven Price	2.28
Option Breakeven Price	4.04