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 0.2846 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)	0.3506
Historical Volatility (Parkinson)	0.2846
Implied Volatility (Calls)	0.2880
Implied Volatility (Puts)	0.3031
Implied Volatility (Mean)	0.2956
Put-Call Implied Volatility Ratio	1.0527
Implied Volatility Skew	0.0429
Option Statistics
Put-Call Ratio (Volume)	2.4258
Put-Call Ratio (Open Interest)	1.5543
Forward Price	145.52
Call Breakeven Price	166.25
Put Breakeven Price	120.35
Option Breakeven Price	138.24