Historical Volatility (Parkinson) (180-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 180-Day Historical Volatility (Parkinson) of 0.2107 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)	0.3531
Historical Volatility (Parkinson)	0.2107
Implied Volatility (Calls)	0.3368
Implied Volatility (Puts)	0.3953
Implied Volatility (Mean)	0.3661
Put-Call Implied Volatility Ratio	1.1736
Implied Volatility Skew	-0.0311
Option Statistics
Put-Call Ratio (Volume)	0.1793
Put-Call Ratio (Open Interest)	0.6898
Forward Price	87.56
Call Breakeven Price	95.82
Put Breakeven Price	70.46
Option Breakeven Price	85.54