Historical Volatility (Close-to-Close) (180-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.

WesBanco, Inc. (WSBC) had 180-Day Historical Volatility (Close-to-Close) of 0.3419 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3419
Historical Volatility (Parkinson)	0.2981
Implied Volatility (Calls)	0.3296
Implied Volatility (Puts)	0.4495
Implied Volatility (Mean)	0.3896
Put-Call Implied Volatility Ratio	1.3641
Implied Volatility Skew	0.0096
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	13.2753
Forward Price	27.94
Call Breakeven Price	32.54
Put Breakeven Price	22.58
Option Breakeven Price	23.60