Historical Volatility (Parkinson) (150-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.

Centene Corporation (CNC) had 150-Day Historical Volatility (Parkinson) of 0.2155 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2293
Historical Volatility (Parkinson)	0.2155
Implied Volatility (Calls)	0.2806
Implied Volatility (Puts)	0.2561
Implied Volatility (Mean)	0.2683
Put-Call Implied Volatility Ratio	0.9127
Implied Volatility Skew	0.0291
Option Statistics
Put-Call Ratio (Volume)	0.3006
Put-Call Ratio (Open Interest)	0.7975
Forward Price	75.10
Call Breakeven Price	84.72
Put Breakeven Price	68.35
Option Breakeven Price	77.46