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.

AutoZone, Inc. (AZO) had 90-Day Historical Volatility (Parkinson) of 0.1810 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)	0.2261
Historical Volatility (Parkinson)	0.1810
Implied Volatility (Calls)	0.2458
Implied Volatility (Puts)	0.2450
Implied Volatility (Mean)	0.2454
Put-Call Implied Volatility Ratio	0.9969
Implied Volatility Skew	0.0278
Option Statistics
Put-Call Ratio (Volume)	0.5403
Put-Call Ratio (Open Interest)	0.9051
Forward Price	3028.22
Call Breakeven Price	3297.25
Put Breakeven Price	2394.86
Option Breakeven Price	2868.46