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 0.2393 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)	0.3077
Historical Volatility (Parkinson)	0.2393
Implied Volatility (Calls)	0.3970
Implied Volatility (Puts)	0.3916
Implied Volatility (Mean)	0.3943
Put-Call Implied Volatility Ratio	0.9864
Implied Volatility Skew	0.0713
Option Statistics
Put-Call Ratio (Volume)	0.9924
Put-Call Ratio (Open Interest)	1.0264
Forward Price	139.59
Call Breakeven Price	174.92
Put Breakeven Price	119.85
Option Breakeven Price	146.50

Data from Quantcha