Historical Volatility (Parkinson) (30-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.

AvalonBay Communities, Inc. (AVB) had 30-Day Historical Volatility (Parkinson) of 0.1795 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2156
Historical Volatility (Parkinson)	0.1795
Implied Volatility (Calls)	0.2229
Implied Volatility (Puts)	0.2244
Implied Volatility (Mean)	0.2236
Put-Call Implied Volatility Ratio	1.0069
Implied Volatility Skew	-0.0019
Option Statistics
Put-Call Ratio (Volume)	1.8308
Put-Call Ratio (Open Interest)	1.3024
Forward Price	192.12
Call Breakeven Price	198.06
Put Breakeven Price	177.18
Option Breakeven Price	187.91