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.

Balchem Corporation (BCPC) had 180-Day Historical Volatility (Close-to-Close) of 0.2153 for 2024-06-28.

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

Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2153
Historical Volatility (Parkinson)	0.1942
Implied Volatility (Calls)	0.2193
Implied Volatility (Puts)	0.2382
Implied Volatility (Mean)	0.2287
Put-Call Implied Volatility Ratio	1.0860
Implied Volatility Skew	0.0313
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	157.13
Call Breakeven Price	169.95
Put Breakeven Price	117.60
Option Breakeven Price	148.58