Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.2222 for 2023-03-30.

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

Figures for 2023-03-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4160
Historical Volatility (Parkinson)	0.2222
Implied Volatility (Calls)	0.4490
Implied Volatility (Puts)	0.4539
Implied Volatility (Mean)	0.4514
Put-Call Implied Volatility Ratio	1.0108
Implied Volatility Skew	0.0826
Option Statistics
Put-Call Ratio (Volume)	7.6331
Put-Call Ratio (Open Interest)	3.5013
Forward Price	7.14
Call Breakeven Price	8.33
Put Breakeven Price	6.01
Option Breakeven Price	6.55