Historical Volatility (Parkinson) (120-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.

Costco Wholesale Corporation (COST) had 120-Day Historical Volatility (Parkinson) of 0.1523 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)	0.2076
Historical Volatility (Parkinson)	0.1523
Implied Volatility (Calls)	0.2050
Implied Volatility (Puts)	0.2179
Implied Volatility (Mean)	0.2115
Put-Call Implied Volatility Ratio	1.0631
Implied Volatility Skew	0.0093
Option Statistics
Put-Call Ratio (Volume)	0.8166
Put-Call Ratio (Open Interest)	0.8488
Forward Price	804.78
Call Breakeven Price	857.16
Put Breakeven Price	620.93
Option Breakeven Price	749.15