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.

Amgen Inc. (AMGN) had 60-Day Historical Volatility (Parkinson) of 0.1865 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1772
Historical Volatility (Parkinson)	0.1865
Implied Volatility (Calls)	0.2512
Implied Volatility (Puts)	0.3040
Implied Volatility (Mean)	0.2776
Put-Call Implied Volatility Ratio	1.2102
Implied Volatility Skew	-0.0042
Option Statistics
Put-Call Ratio (Volume)	0.4938
Put-Call Ratio (Open Interest)	0.9575
Forward Price	274.08
Call Breakeven Price	314.21
Put Breakeven Price	233.93
Option Breakeven Price	274.90