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.

Ligand Pharmaceuticals Incorporated (LGND) had 30-Day Historical Volatility (Parkinson) of 0.3446 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3936
Historical Volatility (Parkinson)	0.3446
Implied Volatility (Calls)	0.3924
Implied Volatility (Puts)	0.4106
Implied Volatility (Mean)	0.4015
Put-Call Implied Volatility Ratio	1.0464
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0999
Forward Price	80.24
Call Breakeven Price	94.93
Put Breakeven Price	64.84
Option Breakeven Price	92.68