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 0.2472 for 2022-09-30.

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

Figures for 2022-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3302
Historical Volatility (Parkinson)	0.2472
Implied Volatility (Calls)	0.3834
Implied Volatility (Puts)	0.3813
Implied Volatility (Mean)	0.3823
Put-Call Implied Volatility Ratio	0.9945
Implied Volatility Skew	0.0612
Option Statistics
Put-Call Ratio (Volume)	0.9235
Put-Call Ratio (Open Interest)	1.0210
Forward Price	139.89
Call Breakeven Price	178.23
Put Breakeven Price	116.43
Option Breakeven Price	146.75

Data from Quantcha