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.

AutoZone, Inc. (AZO) had 20-Day Historical Volatility (Parkinson) of 0.1714 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1569
Historical Volatility (Parkinson)	0.1714
Implied Volatility (Calls)	0.2201
Implied Volatility (Puts)	0.2154
Implied Volatility (Mean)	0.2177
Put-Call Implied Volatility Ratio	0.9787
Implied Volatility Skew	0.0531
Option Statistics
Put-Call Ratio (Volume)	0.4727
Put-Call Ratio (Open Interest)	1.9699
Forward Price	3000.00
Call Breakeven Price	3143.81
Put Breakeven Price	2870.62
Option Breakeven Price	2962.61