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.

Colgate-Palmolive Company (CL) had 20-Day Historical Volatility (Parkinson) of 0.1266 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)	0.1119
Historical Volatility (Parkinson)	0.1266
Implied Volatility (Calls)	0.1350
Implied Volatility (Puts)	0.1103
Implied Volatility (Mean)	0.1227
Put-Call Implied Volatility Ratio	0.8176
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3786
Put-Call Ratio (Open Interest)	0.7542
Forward Price	95.05
Call Breakeven Price	95.93
Put Breakeven Price	91.65
Option Breakeven Price	94.12