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.

Anterix Inc. (ATEX) had 150-Day Historical Volatility (Parkinson) of 0.3334 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)	0.4186
Historical Volatility (Parkinson)	0.3334
Implied Volatility (Calls)	0.4704
Implied Volatility (Puts)	0.4308
Implied Volatility (Mean)	0.4506
Put-Call Implied Volatility Ratio	0.9157
Implied Volatility Skew	0.0484
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	9.0889
Forward Price	34.07
Call Breakeven Price	48.70
Put Breakeven Price	21.23
Option Breakeven Price	28.71