Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.4235 for 2023-06-07.

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

Figures for 2023-06-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5222
Historical Volatility (Parkinson)	0.4235
Implied Volatility (Calls)	0.4795
Implied Volatility (Puts)	0.4799
Implied Volatility (Mean)	0.4797
Put-Call Implied Volatility Ratio	1.0008
Implied Volatility Skew	0.0076
Option Statistics
Put-Call Ratio (Volume)	0.8034
Put-Call Ratio (Open Interest)	1.2050
Forward Price	119.35
Call Breakeven Price	133.69
Put Breakeven Price	79.26
Option Breakeven Price	104.17