Historical Volatility (Parkinson) (30-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.

Comcast Corporation (CMCSA) had 30-Day Historical Volatility (Parkinson) of 0.1679 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1750
Historical Volatility (Parkinson)	0.1679
Implied Volatility (Calls)	0.2790
Implied Volatility (Puts)	0.2947
Implied Volatility (Mean)	0.2868
Put-Call Implied Volatility Ratio	1.0563
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2366
Put-Call Ratio (Open Interest)	0.3440
Forward Price	40.32
Call Breakeven Price	43.16
Put Breakeven Price	36.25
Option Breakeven Price	41.39