Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.2718 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3577
Historical Volatility (Parkinson)	0.2718
Implied Volatility (Calls)	0.3340
Implied Volatility (Puts)	0.3396
Implied Volatility (Mean)	0.3368
Put-Call Implied Volatility Ratio	1.0168
Implied Volatility Skew	0.0531
Option Statistics
Put-Call Ratio (Volume)	2.5312
Put-Call Ratio (Open Interest)	2.6977
Forward Price	150.81
Call Breakeven Price	183.83
Put Breakeven Price	120.73
Option Breakeven Price	137.62

Data from Quantcha