Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.2853 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)	0.3706
Historical Volatility (Parkinson)	0.2853
Implied Volatility (Calls)	0.4407
Implied Volatility (Puts)	0.4391
Implied Volatility (Mean)	0.4399
Put-Call Implied Volatility Ratio	0.9964
Implied Volatility Skew	0.1209
Option Statistics
Put-Call Ratio (Volume)	2.6484
Put-Call Ratio (Open Interest)	2.5852
Forward Price	138.87
Call Breakeven Price	162.99
Put Breakeven Price	125.19
Option Breakeven Price	135.57

Data from Quantcha