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.

Advanced Micro Devices, Inc. (AMD) had 10-Day Historical Volatility (Parkinson) of 0.4296 for 2023-06-09.

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

Figures for 2023-06-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6260
Historical Volatility (Parkinson)	0.4296
Implied Volatility (Calls)	0.7052
Implied Volatility (Puts)	0.7021
Implied Volatility (Mean)	0.7037
Put-Call Implied Volatility Ratio	0.9955
Implied Volatility Skew	-0.1029
Option Statistics
Put-Call Ratio (Volume)	0.4566
Put-Call Ratio (Open Interest)	0.7817
Forward Price	125.13
Call Breakeven Price	135.46
Put Breakeven Price	90.10
Option Breakeven Price	115.55