Historical Volatility (Parkinson) (120-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 120-Day Historical Volatility (Parkinson) of 0.1815 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)	0.2260
Historical Volatility (Parkinson)	0.1815
Implied Volatility (Calls)	0.2152
Implied Volatility (Puts)	0.2304
Implied Volatility (Mean)	0.2228
Put-Call Implied Volatility Ratio	1.0704
Implied Volatility Skew	0.0005
Option Statistics
Put-Call Ratio (Volume)	0.5283
Put-Call Ratio (Open Interest)	1.4315
Forward Price	245.15
Call Breakeven Price	256.49
Put Breakeven Price	166.01
Option Breakeven Price	202.91