Historical Volatility (Parkinson) (60-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.

American Electric Power Company, Inc. (AEP) had 60-Day Historical Volatility (Parkinson) of 0.1801 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)	0.1888
Historical Volatility (Parkinson)	0.1801
Implied Volatility (Calls)	0.1278
Implied Volatility (Puts)	0.1546
Implied Volatility (Mean)	0.1412
Put-Call Implied Volatility Ratio	1.2101
Implied Volatility Skew	0.0293
Option Statistics
Put-Call Ratio (Volume)	0.1267
Put-Call Ratio (Open Interest)	0.5477
Forward Price	92.94
Call Breakeven Price	94.38
Put Breakeven Price	79.63
Option Breakeven Price	89.16