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.

Baxter International Inc. (BAX) had 20-Day Historical Volatility (Parkinson) of 0.2627 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)	0.3797
Historical Volatility (Parkinson)	0.2627
Implied Volatility (Calls)	0.3201
Implied Volatility (Puts)	0.2627
Implied Volatility (Mean)	0.2914
Put-Call Implied Volatility Ratio	0.8209
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	6.2677
Put-Call Ratio (Open Interest)	15.3174
Forward Price	35.49
Call Breakeven Price	38.56
Put Breakeven Price	33.78
Option Breakeven Price	35.09