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.

Becton, Dickinson and Company (BDX) had 20-Day Historical Volatility (Parkinson) of 0.1933 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1654
Historical Volatility (Parkinson)	0.1933
Implied Volatility (Calls)	0.2183
Implied Volatility (Puts)	0.2124
Implied Volatility (Mean)	0.2154
Put-Call Implied Volatility Ratio	0.9729
Implied Volatility Skew	0.0097
Option Statistics
Put-Call Ratio (Volume)	0.3280
Put-Call Ratio (Open Interest)	0.7654
Forward Price	241.09
Call Breakeven Price	250.91
Put Breakeven Price	222.91
Option Breakeven Price	238.67