Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.2055 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)	0.2790
Historical Volatility (Parkinson)	0.2055
Implied Volatility (Calls)	0.3695
Implied Volatility (Puts)	0.3527
Implied Volatility (Mean)	0.3611
Put-Call Implied Volatility Ratio	0.9545
Implied Volatility Skew	0.0797
Option Statistics
Put-Call Ratio (Volume)	0.6576
Put-Call Ratio (Open Interest)	1.3154
Forward Price	62.78
Call Breakeven Price	64.62
Put Breakeven Price	54.42
Option Breakeven Price	60.06

Data from Quantcha