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.

Brown Forman Corporation (BF.A) had 60-Day Historical Volatility (Parkinson) of 0.1541 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)	0.1812
Historical Volatility (Parkinson)	0.1541
Implied Volatility (Calls)	0.3573
Implied Volatility (Puts)	0.3753
Implied Volatility (Mean)	0.3663
Put-Call Implied Volatility Ratio	1.0502
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1806
Forward Price	49.80
Call Breakeven Price	68.02
Put Breakeven Price	46.25
Option Breakeven Price	65.28