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 0.2960 for 2023-01-31.

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

Figures for 2023-01-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3702
Historical Volatility (Parkinson)	0.2960
Implied Volatility (Calls)	0.2899
Implied Volatility (Puts)	0.3070
Implied Volatility (Mean)	0.2985
Put-Call Implied Volatility Ratio	1.0590
Implied Volatility Skew	0.0381
Option Statistics
Put-Call Ratio (Volume)	3.5222
Put-Call Ratio (Open Interest)	1.2339
Forward Price	145.97
Call Breakeven Price	170.14
Put Breakeven Price	117.89
Option Breakeven Price	141.81