Historical Volatility (Parkinson) (30-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.

The Bank of New York Mellon Corporation (BK) had 30-Day Historical Volatility (Parkinson) of 0.1351 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1306
Historical Volatility (Parkinson)	0.1351
Implied Volatility (Calls)	0.1838
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1438
Put-Call Ratio (Open Interest)	0.6023
Forward Price	59.01
Call Breakeven Price	60.22
Put Breakeven Price	48.23
Option Breakeven Price	55.70