Historical Volatility (Parkinson) (150-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.

Arrow Electronics, Inc. (ARW) had 150-Day Historical Volatility (Parkinson) of 0.1793 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2022
Historical Volatility (Parkinson)	0.1793
Implied Volatility (Calls)	0.2680
Implied Volatility (Puts)	0.2710
Implied Volatility (Mean)	0.2695
Put-Call Implied Volatility Ratio	1.0112
Implied Volatility Skew	0.0243
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.6239
Forward Price	130.28
Call Breakeven Price	146.50
Put Breakeven Price	90.14
Option Breakeven Price	105.55