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.

Aon plc (AON) had 60-Day Historical Volatility (Parkinson) of 0.1823 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)	0.2432
Historical Volatility (Parkinson)	0.1823
Implied Volatility (Calls)	0.1935
Implied Volatility (Puts)	0.1903
Implied Volatility (Mean)	0.1919
Put-Call Implied Volatility Ratio	0.9831
Implied Volatility Skew	0.0523
Option Statistics
Put-Call Ratio (Volume)	1.7122
Put-Call Ratio (Open Interest)	1.8768
Forward Price	294.75
Call Breakeven Price	322.05
Put Breakeven Price	270.73
Option Breakeven Price	289.24