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.

Abbott Laboratories (ABT) had 90-Day Historical Volatility (Parkinson) of 0.1592 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)	0.1713
Historical Volatility (Parkinson)	0.1592
Implied Volatility (Calls)	0.1660
Implied Volatility (Puts)	0.1933
Implied Volatility (Mean)	0.1797
Put-Call Implied Volatility Ratio	1.1646
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1979
Put-Call Ratio (Open Interest)	0.6761
Forward Price	105.70
Call Breakeven Price	119.73
Put Breakeven Price	98.49
Option Breakeven Price	111.29