Historical Volatility (Parkinson) (120-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.

Apple Inc. (AAPL) had 120-Day Historical Volatility (Parkinson) of 0.2982 for 2022-05-23.

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

Figures for 2022-05-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3712
Historical Volatility (Parkinson)	0.2982
Implied Volatility (Calls)	0.3550
Implied Volatility (Puts)	0.3545
Implied Volatility (Mean)	0.3548
Put-Call Implied Volatility Ratio	0.9986
Implied Volatility Skew	0.0687
Option Statistics
Put-Call Ratio (Volume)	1.2641
Put-Call Ratio (Open Interest)	1.0659
Forward Price	144.08
Call Breakeven Price	182.58
Put Breakeven Price	117.53
Option Breakeven Price	148.89

Data from Quantcha