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.

Business First Bancshares, Inc. (BFST) had 150-Day Historical Volatility (Parkinson) of 0.2623 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)	0.3184
Historical Volatility (Parkinson)	0.2623
Implied Volatility (Calls)	0.3685
Implied Volatility (Puts)	0.3874
Implied Volatility (Mean)	0.3780
Put-Call Implied Volatility Ratio	1.0512
Implied Volatility Skew	0.1116
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0881
Forward Price	21.69
Call Breakeven Price	28.17
Put Breakeven Price	13.15
Option Breakeven Price	26.94