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.

BlackRock, Inc. (BLK) had 60-Day Historical Volatility (Parkinson) of 0.1933 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)	0.2065
Historical Volatility (Parkinson)	0.1933
Implied Volatility (Calls)	0.1887
Implied Volatility (Puts)	0.2294
Implied Volatility (Mean)	0.2091
Put-Call Implied Volatility Ratio	1.2155
Implied Volatility Skew	-0.0044
Option Statistics
Put-Call Ratio (Volume)	0.5233
Put-Call Ratio (Open Interest)	1.2442
Forward Price	758.83
Call Breakeven Price	860.63
Put Breakeven Price	677.35
Option Breakeven Price	759.04