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.

BRF S.A. (BRFS) had 20-Day Historical Volatility (Parkinson) of 0.5150 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6747
Historical Volatility (Parkinson)	0.5150
Implied Volatility (Calls)	0.6112
Implied Volatility (Puts)	0.6108
Implied Volatility (Mean)	0.6110
Put-Call Implied Volatility Ratio	0.9993
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0999
Forward Price	3.25
Call Breakeven Price	2.98
Put Breakeven Price	3.00
Option Breakeven Price	2.99

Data from Quantcha