Historical Volatility (Parkinson) (30-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Cavco Industries, Inc. (CVCO) had 30-Day Historical Volatility (Parkinson) of 0.2831 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4057
Historical Volatility (Parkinson)	0.2831
Implied Volatility (Calls)	0.2876
Implied Volatility (Puts)	0.2907
Implied Volatility (Mean)	0.2892
Put-Call Implied Volatility Ratio	1.0110
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4284
Forward Price	360.83
Call Breakeven Price	402.40
Put Breakeven Price	329.90
Option Breakeven Price	384.59