Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.1732 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)	0.1825
Historical Volatility (Parkinson)	0.1732
Implied Volatility (Calls)	0.2900
Implied Volatility (Puts)	0.3397
Implied Volatility (Mean)	0.3148
Put-Call Implied Volatility Ratio	1.1713
Implied Volatility Skew	0.0002
Option Statistics
Put-Call Ratio (Volume)	0.4889
Put-Call Ratio (Open Interest)	0.3936
Forward Price	262.35
Call Breakeven Price	294.58
Put Breakeven Price	251.45
Option Breakeven Price	282.44