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.

Canopy Growth Corporation (CGC) had 20-Day Historical Volatility (Parkinson) of 2.1676 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)	2.9649
Historical Volatility (Parkinson)	2.1676
Implied Volatility (Calls)	1.0076
Implied Volatility (Puts)	1.5809
Implied Volatility (Mean)	1.2943
Put-Call Implied Volatility Ratio	1.5689
Implied Volatility Skew	-0.1670
Option Statistics
Put-Call Ratio (Volume)	0.3245
Put-Call Ratio (Open Interest)	0.4869
Forward Price	10.44
Call Breakeven Price	12.46
Put Breakeven Price	7.55
Option Breakeven Price	10.86