Historical Volatility (Parkinson) (180-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.

Alcon (ALC) had 180-Day Historical Volatility (Parkinson) of 0.1328 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)	0.2644
Historical Volatility (Parkinson)	0.1328
Implied Volatility (Calls)	0.2315
Implied Volatility (Puts)	0.2197
Implied Volatility (Mean)	0.2256
Put-Call Implied Volatility Ratio	0.9488
Implied Volatility Skew	0.0183
Option Statistics
Put-Call Ratio (Volume)	1.4904
Put-Call Ratio (Open Interest)	2.7005
Forward Price	91.66
Call Breakeven Price	96.82
Put Breakeven Price	76.37
Option Breakeven Price	82.00