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.

AECOM (ACM) had 30-Day Historical Volatility (Parkinson) of 0.1721 for 2025-06-03.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1686
Historical Volatility (Parkinson)	0.1721
Implied Volatility (Calls)	0.2295
Implied Volatility (Puts)	0.2141
Implied Volatility (Mean)	0.2218
Put-Call Implied Volatility Ratio	0.9328
Implied Volatility Skew	0.0457
Option Statistics
Put-Call Ratio (Volume)	0.2786
Put-Call Ratio (Open Interest)	0.4248