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.

Brown Forman Corporation (BF.A) had 150-Day Historical Volatility (Parkinson) of 0.1728 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2259
Historical Volatility (Parkinson)	0.1728
Implied Volatility (Calls)	0.2360
Implied Volatility (Puts)	0.3099
Implied Volatility (Mean)	0.2730
Put-Call Implied Volatility Ratio	1.3132
Implied Volatility Skew	-0.0062
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3967
Forward Price	49.78
Call Breakeven Price	62.62
Put Breakeven Price	41.34
Option Breakeven Price	56.97