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.

The Boeing Company (BA) had 60-Day Historical Volatility (Parkinson) of 0.2766 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)	0.2954
Historical Volatility (Parkinson)	0.2766
Implied Volatility (Calls)	0.2945
Implied Volatility (Puts)	0.2942
Implied Volatility (Mean)	0.2943
Put-Call Implied Volatility Ratio	0.9991
Implied Volatility Skew	0.0272
Option Statistics
Put-Call Ratio (Volume)	0.5932
Put-Call Ratio (Open Interest)	0.5615
Forward Price	180.44
Call Breakeven Price	230.05
Put Breakeven Price	156.66
Option Breakeven Price	203.52