Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.1821 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2250
Historical Volatility (Parkinson)	0.1821
Implied Volatility (Calls)	0.2974
Implied Volatility (Puts)	0.2894
Implied Volatility (Mean)	0.2934
Put-Call Implied Volatility Ratio	0.9733
Implied Volatility Skew	0.0436
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.1838
Forward Price	126.79
Call Breakeven Price	138.36
Put Breakeven Price	94.32
Option Breakeven Price	117.00