Historical Volatility (Parkinson) (10-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.

American Express Company (AXP) had 10-Day Historical Volatility (Parkinson) of 0.1453 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1598
Historical Volatility (Parkinson)	0.1453
Implied Volatility (Calls)	0.1756
Implied Volatility (Puts)	0.1686
Implied Volatility (Mean)	0.1721
Put-Call Implied Volatility Ratio	0.9602
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	7.7125
Put-Call Ratio (Open Interest)	2.2439
Forward Price	242.16
Call Breakeven Price	246.04
Put Breakeven Price	228.21
Option Breakeven Price	233.73