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.

WisdomTree U.S. AI Enhanced Value Fund (AIVL) had 30-Day Historical Volatility (Parkinson) of 0.0712 for 2025-05-30.

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 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1429
Historical Volatility (Parkinson)	0.0712
Implied Volatility (Calls)	0.1456
Implied Volatility (Puts)	0.1606
Implied Volatility (Mean)	0.1531
Put-Call Implied Volatility Ratio	1.1026
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--