Historical Volatility (Parkinson) (150-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.

Alibaba Group Holding Limited (BABA) had 150-Day Historical Volatility (Parkinson) of 0.2147 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3758
Historical Volatility (Parkinson)	0.2147
Implied Volatility (Calls)	0.3238
Implied Volatility (Puts)	0.3831
Implied Volatility (Mean)	0.3534
Put-Call Implied Volatility Ratio	1.1830
Implied Volatility Skew	-0.0378
Option Statistics
Put-Call Ratio (Volume)	0.4422
Put-Call Ratio (Open Interest)	0.4839
Forward Price	87.30
Call Breakeven Price	99.27
Put Breakeven Price	70.18
Option Breakeven Price	89.82