Historical Volatility (Parkinson) (10-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.

SPDR Bloomberg International Treasury Bond ETF (BWX) had 10-Day Historical Volatility (Parkinson) of 0.0489 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0521
Historical Volatility (Parkinson)	0.0489
Implied Volatility (Calls)	0.1783
Implied Volatility (Puts)	0.3251
Implied Volatility (Mean)	0.2517
Put-Call Implied Volatility Ratio	1.8231
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	21.34
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--