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.

Ameren Corporation (AEE) had 30-Day Historical Volatility (Parkinson) of 0.1613 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1911
Historical Volatility (Parkinson)	0.1613
Implied Volatility (Calls)	0.2261
Implied Volatility (Puts)	0.2258
Implied Volatility (Mean)	0.2260
Put-Call Implied Volatility Ratio	0.9985
Implied Volatility Skew	0.0070
Option Statistics
Put-Call Ratio (Volume)	1.6000
Put-Call Ratio (Open Interest)	0.4042
Forward Price	72.25
Call Breakeven Price	75.92
Put Breakeven Price	68.99
Option Breakeven Price	73.93