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.

Barclays PLC (BCS) had 150-Day Historical Volatility (Parkinson) of 0.2200 for 2023-01-30.

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

Figures for 2023-01-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3558
Historical Volatility (Parkinson)	0.2200
Implied Volatility (Calls)	0.2559
Implied Volatility (Puts)	0.3626
Implied Volatility (Mean)	0.3093
Put-Call Implied Volatility Ratio	1.4173
Implied Volatility Skew	-0.0078
Option Statistics
Put-Call Ratio (Volume)	0.1264
Put-Call Ratio (Open Interest)	1.6821
Forward Price	9.21
Call Breakeven Price	10.14
Put Breakeven Price	7.50
Option Breakeven Price	8.86