Historical Volatility (Parkinson) (120-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.

Biogen Inc. (BIIB) had 120-Day Historical Volatility (Parkinson) of 0.2816 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6495
Historical Volatility (Parkinson)	0.2816
Implied Volatility (Calls)	0.3710
Implied Volatility (Puts)	0.3741
Implied Volatility (Mean)	0.3726
Put-Call Implied Volatility Ratio	1.0084
Implied Volatility Skew	0.0220
Option Statistics
Put-Call Ratio (Volume)	5.0262
Put-Call Ratio (Open Interest)	1.2110
Forward Price	313.98
Call Breakeven Price	339.40
Put Breakeven Price	247.08
Option Breakeven Price	307.46

Data from Quantcha