Historical Volatility (Parkinson) (20-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.

Atmos Energy Corporation (ATO) had 20-Day Historical Volatility (Parkinson) of 0.1370 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1373
Historical Volatility (Parkinson)	0.1370
Implied Volatility (Calls)	0.1762
Implied Volatility (Puts)	0.1951
Implied Volatility (Mean)	0.1857
Put-Call Implied Volatility Ratio	1.1073
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.9821
Put-Call Ratio (Open Interest)	0.5324
Forward Price	120.44
Call Breakeven Price	122.67
Put Breakeven Price	109.90
Option Breakeven Price	119.52