Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.5635 for 2022-05-26.

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

Figures for 2022-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6724
Historical Volatility (Parkinson)	0.5635
Implied Volatility (Calls)	0.5659
Implied Volatility (Puts)	0.5534
Implied Volatility (Mean)	0.5596
Put-Call Implied Volatility Ratio	0.9779
Implied Volatility Skew	0.0405
Option Statistics
Put-Call Ratio (Volume)	0.6911
Put-Call Ratio (Open Interest)	1.4645
Forward Price	99.75
Call Breakeven Price	131.94
Put Breakeven Price	79.29
Option Breakeven Price	100.65

Data from Quantcha