Historical Volatility (Parkinson) (60-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.

Chubb Limited (CB) had 60-Day Historical Volatility (Parkinson) of 0.1324 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)	0.1788
Historical Volatility (Parkinson)	0.1324
Implied Volatility (Calls)	0.1603
Implied Volatility (Puts)	0.1621
Implied Volatility (Mean)	0.1612
Put-Call Implied Volatility Ratio	1.0111
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5558
Put-Call Ratio (Open Interest)	0.6797
Forward Price	267.16
Call Breakeven Price	271.98
Put Breakeven Price	229.87
Option Breakeven Price	254.94