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.

ASML Holding N.V. (ASML) had 90-Day Historical Volatility (Parkinson) of 0.2572 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3814
Historical Volatility (Parkinson)	0.2572
Implied Volatility (Calls)	0.3244
Implied Volatility (Puts)	0.3230
Implied Volatility (Mean)	0.3237
Put-Call Implied Volatility Ratio	0.9955
Implied Volatility Skew	0.0095
Option Statistics
Put-Call Ratio (Volume)	3.2280
Put-Call Ratio (Open Interest)	1.0555
Forward Price	931.84
Call Breakeven Price	1094.18
Put Breakeven Price	736.79
Option Breakeven Price	909.95