Historical Volatility (Parkinson) (60-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.

AstraZeneca PLC (AZN) had 60-Day Historical Volatility (Parkinson) of 0.1159 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)	0.1800
Historical Volatility (Parkinson)	0.1159
Implied Volatility (Calls)	0.1899
Implied Volatility (Puts)	0.1915
Implied Volatility (Mean)	0.1907
Put-Call Implied Volatility Ratio	1.0082
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6801
Put-Call Ratio (Open Interest)	0.8747
Forward Price	77.63
Call Breakeven Price	79.23
Put Breakeven Price	69.62
Option Breakeven Price	74.24