Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.1555 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2807
Historical Volatility (Parkinson)	0.1555
Implied Volatility (Calls)	0.2576
Implied Volatility (Puts)	0.2630
Implied Volatility (Mean)	0.2603
Put-Call Implied Volatility Ratio	1.0210
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3621
Put-Call Ratio (Open Interest)	0.6008
Forward Price	57.42
Call Breakeven Price	66.88
Put Breakeven Price	52.37
Option Breakeven Price	61.50