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.

Amazon.com, Inc. (AMZN) had 60-Day Historical Volatility (Parkinson) of 0.2237 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2478
Historical Volatility (Parkinson)	0.2237
Implied Volatility (Calls)	0.2567
Implied Volatility (Puts)	0.2580
Implied Volatility (Mean)	0.2574
Put-Call Implied Volatility Ratio	1.0048
Implied Volatility Skew	0.0188
Option Statistics
Put-Call Ratio (Volume)	0.5853
Put-Call Ratio (Open Interest)	1.0709
Forward Price	186.31
Call Breakeven Price	196.70
Put Breakeven Price	133.03
Option Breakeven Price	164.76