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.

Bridgewater Bancshares, Inc. (BWB) had 90-Day Historical Volatility (Parkinson) of 0.2806 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)	0.3138
Historical Volatility (Parkinson)	0.2806
Implied Volatility (Calls)	0.4247
Implied Volatility (Puts)	0.3216
Implied Volatility (Mean)	0.3731
Put-Call Implied Volatility Ratio	0.7573
Implied Volatility Skew	0.1355
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	10.8333
Forward Price	12.23
Call Breakeven Price	18.01
Put Breakeven Price	9.68
Option Breakeven Price	10.18