Historical Volatility (Parkinson) (20-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.

VictoryShares US 500 Volatility Wtd ETF (CFA) had 20-Day Historical Volatility (Parkinson) of 0.0708 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1202
Historical Volatility (Parkinson)	0.0708
Implied Volatility (Calls)	0.1861
Implied Volatility (Puts)	0.1655
Implied Volatility (Mean)	0.1758
Put-Call Implied Volatility Ratio	0.8894
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--