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.

Banco Santander Chile (BSAC) had 90-Day Historical Volatility (Parkinson) of 0.2065 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2834
Historical Volatility (Parkinson)	0.2065
Implied Volatility (Calls)	0.3751
Implied Volatility (Puts)	0.4458
Implied Volatility (Mean)	0.4105
Put-Call Implied Volatility Ratio	1.1883
Implied Volatility Skew	0.0717
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9670
Forward Price	18.23
Call Breakeven Price	24.54
Put Breakeven Price	18.00
Option Breakeven Price	21.41