Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.3109 for 2022-05-20.

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

Figures for 2022-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3772
Historical Volatility (Parkinson)	0.3109
Implied Volatility (Calls)	0.3702
Implied Volatility (Puts)	0.3716
Implied Volatility (Mean)	0.3709
Put-Call Implied Volatility Ratio	1.0038
Implied Volatility Skew	0.0618
Option Statistics
Put-Call Ratio (Volume)	1.4288
Put-Call Ratio (Open Interest)	1.3430
Forward Price	138.30
Call Breakeven Price	179.80
Put Breakeven Price	125.31
Option Breakeven Price	148.46

Data from Quantcha