Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.5758 for 2022-07-01.

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

Figures for 2022-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7277
Historical Volatility (Parkinson)	0.5758
Implied Volatility (Calls)	0.6008
Implied Volatility (Puts)	0.5931
Implied Volatility (Mean)	0.5970
Put-Call Implied Volatility Ratio	0.9872
Implied Volatility Skew	0.0733
Option Statistics
Put-Call Ratio (Volume)	0.5469
Put-Call Ratio (Open Interest)	0.8514
Forward Price	74.01
Call Breakeven Price	106.76
Put Breakeven Price	69.21
Option Breakeven Price	88.22

Data from Quantcha