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.

BHP Group Limited Sponsored ADR (BHP) had 150-Day Historical Volatility (Parkinson) of 0.2365 for 2022-12-07.

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

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3978
Historical Volatility (Parkinson)	0.2365
Implied Volatility (Calls)	0.3047
Implied Volatility (Puts)	0.4073
Implied Volatility (Mean)	0.3560
Put-Call Implied Volatility Ratio	1.3367
Implied Volatility Skew	0.0082
Option Statistics
Put-Call Ratio (Volume)	1.0660
Put-Call Ratio (Open Interest)	1.5517
Forward Price	62.09
Call Breakeven Price	67.51
Put Breakeven Price	39.75
Option Breakeven Price	50.61

Data from Quantcha