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.

ContextLogic Inc. (WISH) had 150-Day Historical Volatility (Close-to-Close) of 0.8799 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8799
Historical Volatility (Parkinson)	0.6131
Implied Volatility (Calls)	0.3945
Implied Volatility (Puts)	0.3700
Implied Volatility (Mean)	0.3823
Put-Call Implied Volatility Ratio	0.9380
Implied Volatility Skew	0.0292
Option Statistics
Put-Call Ratio (Volume)	10.7143
Put-Call Ratio (Open Interest)	0.1226
Forward Price	5.84
Call Breakeven Price	6.73
Put Breakeven Price	4.78
Option Breakeven Price	6.50