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.

Biogen Inc. (BIIB) had 60-Day Historical Volatility (Parkinson) of 0.2022 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2247
Historical Volatility (Parkinson)	0.2022
Implied Volatility (Calls)	0.3409
Implied Volatility (Puts)	0.3393
Implied Volatility (Mean)	0.3401
Put-Call Implied Volatility Ratio	0.9952
Implied Volatility Skew	0.0448
Option Statistics
Put-Call Ratio (Volume)	12.3171
Put-Call Ratio (Open Interest)	1.4283
Forward Price	198.59
Call Breakeven Price	252.85
Put Breakeven Price	185.59
Option Breakeven Price	217.77