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.

Arcos Dorados Holdings Inc. (ARCO) had 30-Day Historical Volatility (Parkinson) of 0.2388 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2780
Historical Volatility (Parkinson)	0.2388
Implied Volatility (Calls)	0.4585
Implied Volatility (Puts)	0.4677
Implied Volatility (Mean)	0.4631
Put-Call Implied Volatility Ratio	1.0201
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2617
Forward Price	10.81
Call Breakeven Price	13.27
Put Breakeven Price	10.14
Option Breakeven Price	12.65