Historical Volatility (Parkinson) (120-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.

Barclays PLC (BCS) had 120-Day Historical Volatility (Parkinson) of 0.2364 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3867
Historical Volatility (Parkinson)	0.2364
Implied Volatility (Calls)	0.3470
Implied Volatility (Puts)	0.4141
Implied Volatility (Mean)	0.3806
Put-Call Implied Volatility Ratio	1.1934
Implied Volatility Skew	0.0375
Option Statistics
Put-Call Ratio (Volume)	0.2818
Put-Call Ratio (Open Interest)	0.3666
Forward Price	7.90
Call Breakeven Price	8.79
Put Breakeven Price	6.52
Option Breakeven Price	8.25

Data from Quantcha