Historical Volatility (Parkinson) (20-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.

BlackRock, Inc. (BLK) had 20-Day Historical Volatility (Parkinson) of 0.1675 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1352
Historical Volatility (Parkinson)	0.1675
Implied Volatility (Calls)	0.2127
Implied Volatility (Puts)	0.2080
Implied Volatility (Mean)	0.2103
Put-Call Implied Volatility Ratio	0.9775
Implied Volatility Skew	0.0269
Option Statistics
Put-Call Ratio (Volume)	2.8498
Put-Call Ratio (Open Interest)	1.7746
Forward Price	759.56
Call Breakeven Price	826.11
Put Breakeven Price	722.12
Option Breakeven Price	760.59