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.

CompoSecure, Inc. (CMPO) had 20-Day Historical Volatility (Parkinson) of 0.2622 for 2025-07-22.

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Figures for 2025-07-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2937
Historical Volatility (Parkinson)	0.2622
Implied Volatility (Calls)	0.5277
Implied Volatility (Puts)	0.4453
Implied Volatility (Mean)	0.4865
Put-Call Implied Volatility Ratio	0.8438
Implied Volatility Skew	0.0838
Option Statistics
Put-Call Ratio (Volume)	0.2692
Put-Call Ratio (Open Interest)	0.4269