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 0.3001 for 2022-08-16.

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

Figures for 2022-08-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3570
Historical Volatility (Parkinson)	0.3001
Implied Volatility (Calls)	0.5426
Implied Volatility (Puts)	0.5179
Implied Volatility (Mean)	0.5302
Put-Call Implied Volatility Ratio	0.9545
Implied Volatility Skew	0.0366
Option Statistics
Put-Call Ratio (Volume)	0.6309
Put-Call Ratio (Open Interest)	15.9904
Forward Price	227.70
Call Breakeven Price	231.52
Put Breakeven Price	160.83
Option Breakeven Price	169.03

Data from Quantcha