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.

American Express Company (AXP) had 20-Day Historical Volatility (Parkinson) of 0.2341 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)	0.3012
Historical Volatility (Parkinson)	0.2341
Implied Volatility (Calls)	0.2098
Implied Volatility (Puts)	0.2085
Implied Volatility (Mean)	0.2091
Put-Call Implied Volatility Ratio	0.9937
Implied Volatility Skew	0.0379
Option Statistics
Put-Call Ratio (Volume)	2.4042
Put-Call Ratio (Open Interest)	1.5765
Forward Price	237.82
Call Breakeven Price	242.96
Put Breakeven Price	214.88
Option Breakeven Price	225.93