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 0.1799 for 2021-11-26.

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

Figures for 2021-11-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1978
Historical Volatility (Parkinson)	0.1799
Implied Volatility (Calls)	0.3121
Implied Volatility (Puts)	0.3044
Implied Volatility (Mean)	0.3083
Put-Call Implied Volatility Ratio	0.9753
Implied Volatility Skew	0.0313
Option Statistics
Put-Call Ratio (Volume)	0.7749
Put-Call Ratio (Open Interest)	1.0703
Forward Price	159.77
Call Breakeven Price	174.93
Put Breakeven Price	125.17
Option Breakeven Price	149.46

Data from Quantcha