Historical Volatility (Parkinson) (120-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.

Agilysys, Inc. (AGYS) had 120-Day Historical Volatility (Parkinson) of 0.3149 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4221
Historical Volatility (Parkinson)	0.3149
Implied Volatility (Calls)	0.3929
Implied Volatility (Puts)	0.4021
Implied Volatility (Mean)	0.3975
Put-Call Implied Volatility Ratio	1.0234
Implied Volatility Skew	0.0171
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6758
Forward Price	96.94
Call Breakeven Price	108.83
Put Breakeven Price	65.02
Option Breakeven Price	92.39