Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.1749 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2059
Historical Volatility (Parkinson)	0.1749
Implied Volatility (Calls)	0.2255
Implied Volatility (Puts)	0.2408
Implied Volatility (Mean)	0.2331
Put-Call Implied Volatility Ratio	1.0678
Implied Volatility Skew	0.0148
Option Statistics
Put-Call Ratio (Volume)	1.4292
Put-Call Ratio (Open Interest)	0.7627
Forward Price	234.89
Call Breakeven Price	248.55
Put Breakeven Price	187.41
Option Breakeven Price	221.93