Historical Volatility (Parkinson) (120-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.

Abbott Laboratories (ABT) had 120-Day Historical Volatility (Parkinson) of 0.1616 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1741
Historical Volatility (Parkinson)	0.1616
Implied Volatility (Calls)	0.1673
Implied Volatility (Puts)	0.1939
Implied Volatility (Mean)	0.1806
Put-Call Implied Volatility Ratio	1.1593
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5530
Put-Call Ratio (Open Interest)	1.2939
Forward Price	106.11
Call Breakeven Price	119.55
Put Breakeven Price	95.97
Option Breakeven Price	106.45