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.

Amgen Inc. (AMGN) had 10-Day Historical Volatility (Parkinson) of 0.1540 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1394
Historical Volatility (Parkinson)	0.1540
Implied Volatility (Calls)	0.2846
Implied Volatility (Puts)	0.2747
Implied Volatility (Mean)	0.2797
Put-Call Implied Volatility Ratio	0.9651
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7493
Put-Call Ratio (Open Interest)	0.6743
Forward Price	263.26
Call Breakeven Price	286.87
Put Breakeven Price	255.70
Option Breakeven Price	274.29