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 0.1963 for 2021-12-02.

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

Figures for 2021-12-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2158
Historical Volatility (Parkinson)	0.1963
Implied Volatility (Calls)	0.3108
Implied Volatility (Puts)	0.3066
Implied Volatility (Mean)	0.3087
Put-Call Implied Volatility Ratio	0.9865
Implied Volatility Skew	0.0431
Option Statistics
Put-Call Ratio (Volume)	0.5156
Put-Call Ratio (Open Interest)	0.8139
Forward Price	164.75
Call Breakeven Price	180.10
Put Breakeven Price	130.05
Option Breakeven Price	158.24

Data from Quantcha