Historical Volatility (Parkinson) (10-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.

Business First Bancshares, Inc. (BFST) had 10-Day Historical Volatility (Parkinson) of 0.1859 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)	0.1353
Historical Volatility (Parkinson)	0.1859
Implied Volatility (Calls)	2.1588
Implied Volatility (Puts)	1.7048
Implied Volatility (Mean)	1.9318
Put-Call Implied Volatility Ratio	0.7897
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7429
Forward Price	21.57
Call Breakeven Price	24.83
Put Breakeven Price	20.80
Option Breakeven Price	23.13