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.

Aramark (ARMK) had 20-Day Historical Volatility (Parkinson) of 0.2651 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3099
Historical Volatility (Parkinson)	0.2651
Implied Volatility (Calls)	0.1890
Implied Volatility (Puts)	0.1976
Implied Volatility (Mean)	0.1933
Put-Call Implied Volatility Ratio	1.0452
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4091
Put-Call Ratio (Open Interest)	1.0211
Forward Price	32.06
Call Breakeven Price	33.49
Put Breakeven Price	27.96
Option Breakeven Price	30.69