Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.1766 for 2024-07-01.

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

Figures for 2024-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1766
Historical Volatility (Parkinson)	0.1712
Implied Volatility (Calls)	0.2277
Implied Volatility (Puts)	0.2354
Implied Volatility (Mean)	0.2315
Put-Call Implied Volatility Ratio	1.0339
Implied Volatility Skew	0.0584
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0015
Forward Price	155.25
Call Breakeven Price	165.03
Put Breakeven Price	144.80
Option Breakeven Price	165.00