Historical Volatility (Parkinson) (90-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.

BP p.l.c. (BP) had 90-Day Historical Volatility (Parkinson) of 0.1401 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1859
Historical Volatility (Parkinson)	0.1401
Implied Volatility (Calls)	0.1870
Implied Volatility (Puts)	0.2575
Implied Volatility (Mean)	0.2223
Put-Call Implied Volatility Ratio	1.3769
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3492
Put-Call Ratio (Open Interest)	1.0811
Forward Price	38.20
Call Breakeven Price	41.13
Put Breakeven Price	32.91
Option Breakeven Price	36.82