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.

Arrow Electronics, Inc. (ARW) had 60-Day Historical Volatility (Parkinson) of 0.1829 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)	0.2189
Historical Volatility (Parkinson)	0.1829
Implied Volatility (Calls)	0.2689
Implied Volatility (Puts)	0.2663
Implied Volatility (Mean)	0.2676
Put-Call Implied Volatility Ratio	0.9901
Implied Volatility Skew	0.0528
Option Statistics
Put-Call Ratio (Volume)	0.0699
Put-Call Ratio (Open Interest)	0.4877
Forward Price	128.75
Call Breakeven Price	135.96
Put Breakeven Price	96.79
Option Breakeven Price	123.48