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 0.1405 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2271
Historical Volatility (Parkinson)	0.1405
Implied Volatility (Calls)	0.2334
Implied Volatility (Puts)	0.2382
Implied Volatility (Mean)	0.2358
Put-Call Implied Volatility Ratio	1.0203
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.9965
Put-Call Ratio (Open Interest)	0.8278
Forward Price	59.72
Call Breakeven Price	66.87
Put Breakeven Price	52.84
Option Breakeven Price	60.52