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.

Ameren Corporation (AEE) had 90-Day Historical Volatility (Parkinson) of 0.1764 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1748
Historical Volatility (Parkinson)	0.1764
Implied Volatility (Calls)	0.1729
Implied Volatility (Puts)	0.2339
Implied Volatility (Mean)	0.2034
Put-Call Implied Volatility Ratio	1.3530
Implied Volatility Skew	0.0234
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3372
Forward Price	74.02
Call Breakeven Price	80.20
Put Breakeven Price	67.19
Option Breakeven Price	76.96