Historical Volatility (Parkinson) (30-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.

AC Immune (ACIU) had 30-Day Historical Volatility (Parkinson) of 0.7831 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	1.3369
Historical Volatility (Parkinson)	0.7831
Implied Volatility (Calls)	--
Implied Volatility (Puts)	1.0237
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	0.5234
Forward Price	3.63
Call Breakeven Price	4.83
Put Breakeven Price	2.38
Option Breakeven Price	3.99