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.

AngloGold Ashanti PLC (AU) had 150-Day Historical Volatility (Parkinson) of 0.3361 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4493
Historical Volatility (Parkinson)	0.3361
Implied Volatility (Calls)	0.5079
Implied Volatility (Puts)	0.4692
Implied Volatility (Mean)	0.4886
Put-Call Implied Volatility Ratio	0.9238
Implied Volatility Skew	-0.0210
Option Statistics
Put-Call Ratio (Volume)	149.0937
Put-Call Ratio (Open Interest)	0.7369
Forward Price	24.55
Call Breakeven Price	27.70
Put Breakeven Price	18.77
Option Breakeven Price	23.64