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.

ContextLogic Inc. (WISH) had 120-Day Historical Volatility (Close-to-Close) of 0.7885 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7885
Historical Volatility (Parkinson)	0.5283
Implied Volatility (Calls)	0.3571
Implied Volatility (Puts)	0.3947
Implied Volatility (Mean)	0.3759
Put-Call Implied Volatility Ratio	1.1055
Implied Volatility Skew	-0.0056
Option Statistics
Put-Call Ratio (Volume)	0.0319
Put-Call Ratio (Open Interest)	0.1895
Forward Price	5.90
Call Breakeven Price	6.98
Put Breakeven Price	4.66
Option Breakeven Price	6.58