Historical Volatility (Parkinson) (180-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.

Caterpillar Inc. (CAT) had 180-Day Historical Volatility (Parkinson) of 0.2037 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2547
Historical Volatility (Parkinson)	0.2037
Implied Volatility (Calls)	0.2551
Implied Volatility (Puts)	0.2889
Implied Volatility (Mean)	0.2720
Put-Call Implied Volatility Ratio	1.1321
Implied Volatility Skew	0.0078
Option Statistics
Put-Call Ratio (Volume)	1.5959
Put-Call Ratio (Open Interest)	0.4482
Forward Price	336.66
Call Breakeven Price	414.78
Put Breakeven Price	284.99
Option Breakeven Price	374.19