Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.8386 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)	0.8386
Historical Volatility (Parkinson)	0.5125
Implied Volatility (Calls)	0.3739
Implied Volatility (Puts)	0.4014
Implied Volatility (Mean)	0.3876
Put-Call Implied Volatility Ratio	1.0736
Implied Volatility Skew	0.0065
Option Statistics
Put-Call Ratio (Volume)	0.0472
Put-Call Ratio (Open Interest)	0.2530
Forward Price	5.89
Call Breakeven Price	7.10
Put Breakeven Price	4.37
Option Breakeven Price	6.55