Historical Volatility (Parkinson) (10-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.

WisdomTree U.S. AI Enhanced Value Fund (AIVL) had 10-Day Historical Volatility (Parkinson) of 0.0438 for 2026-01-20.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1003
Historical Volatility (Parkinson)	0.0438
Implied Volatility (Calls)	0.1413
Implied Volatility (Puts)	0.1222
Implied Volatility (Mean)	0.1317
Put-Call Implied Volatility Ratio	0.8652
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--