Historical Volatility (Parkinson) (180-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.

American Airlines Group Inc. (AAL) had 180-Day Historical Volatility (Parkinson) of 0.3031 for 2024-05-09.

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

Figures for 2024-05-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4141
Historical Volatility (Parkinson)	0.3031
Implied Volatility (Calls)	0.3994
Implied Volatility (Puts)	0.4077
Implied Volatility (Mean)	0.4036
Put-Call Implied Volatility Ratio	1.0208
Implied Volatility Skew	0.0212
Option Statistics
Put-Call Ratio (Volume)	8.1760
Put-Call Ratio (Open Interest)	3.7334
Forward Price	14.82
Call Breakeven Price	18.11
Put Breakeven Price	11.19
Option Breakeven Price	12.69