Historical Volatility (Parkinson) (150-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.

Boston Scientific Corporation (BSX) had 150-Day Historical Volatility (Parkinson) of 0.1443 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1714
Historical Volatility (Parkinson)	0.1443
Implied Volatility (Calls)	0.2081
Implied Volatility (Puts)	0.2108
Implied Volatility (Mean)	0.2095
Put-Call Implied Volatility Ratio	1.0131
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4443
Put-Call Ratio (Open Interest)	1.6275
Forward Price	76.14
Call Breakeven Price	79.82
Put Breakeven Price	58.73
Option Breakeven Price	66.74