Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.2652 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)	0.4508
Historical Volatility (Parkinson)	0.2652
Implied Volatility (Calls)	0.3520
Implied Volatility (Puts)	0.3466
Implied Volatility (Mean)	0.3493
Put-Call Implied Volatility Ratio	0.9847
Implied Volatility Skew	0.0618
Option Statistics
Put-Call Ratio (Volume)	1.4522
Put-Call Ratio (Open Interest)	1.2052
Forward Price	63.16
Call Breakeven Price	66.90
Put Breakeven Price	49.04
Option Breakeven Price	57.45

Data from Quantcha