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.

Becton, Dickinson and Company (BDX) had 60-Day Historical Volatility (Parkinson) of 0.1754 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1964
Historical Volatility (Parkinson)	0.1754
Implied Volatility (Calls)	0.1522
Implied Volatility (Puts)	0.1804
Implied Volatility (Mean)	0.1663
Put-Call Implied Volatility Ratio	1.1854
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	16.4068
Put-Call Ratio (Open Interest)	0.4447
Forward Price	238.33
Call Breakeven Price	250.56
Put Breakeven Price	219.48
Option Breakeven Price	240.62