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 0.4350 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5448
Historical Volatility (Parkinson)	0.4350
Implied Volatility (Calls)	0.4973
Implied Volatility (Puts)	0.4980
Implied Volatility (Mean)	0.4976
Put-Call Implied Volatility Ratio	1.0014
Implied Volatility Skew	0.0326
Option Statistics
Put-Call Ratio (Volume)	0.5918
Put-Call Ratio (Open Interest)	1.2965
Forward Price	99.52
Call Breakeven Price	112.49
Put Breakeven Price	65.33
Option Breakeven Price	86.87