Historical Volatility (Parkinson) (20-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.

American Tower Corporation (AMT) had 20-Day Historical Volatility (Parkinson) of 0.2331 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2533
Historical Volatility (Parkinson)	0.2331
Implied Volatility (Calls)	0.1962
Implied Volatility (Puts)	0.1896
Implied Volatility (Mean)	0.1929
Put-Call Implied Volatility Ratio	0.9663
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4967
Put-Call Ratio (Open Interest)	0.7570
Forward Price	195.03
Call Breakeven Price	203.15
Put Breakeven Price	168.95
Option Breakeven Price	188.26