Historical Volatility (Parkinson) (120-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.

BHP Group Limited Sponsored ADR (BHP) had 120-Day Historical Volatility (Parkinson) of 0.1314 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2253
Historical Volatility (Parkinson)	0.1314
Implied Volatility (Calls)	0.2599
Implied Volatility (Puts)	0.2673
Implied Volatility (Mean)	0.2636
Put-Call Implied Volatility Ratio	1.0285
Implied Volatility Skew	0.0191
Option Statistics
Put-Call Ratio (Volume)	0.8630
Put-Call Ratio (Open Interest)	1.0745
Forward Price	59.34
Call Breakeven Price	68.14
Put Breakeven Price	50.05
Option Breakeven Price	58.77