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.

Costco Wholesale Corporation (COST) had 30-Day Historical Volatility (Parkinson) of 0.1633 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1300
Historical Volatility (Parkinson)	0.1633
Implied Volatility (Calls)	0.2527
Implied Volatility (Puts)	0.2532
Implied Volatility (Mean)	0.2529
Put-Call Implied Volatility Ratio	1.0017
Implied Volatility Skew	0.0413
Option Statistics
Put-Call Ratio (Volume)	4.3588
Put-Call Ratio (Open Interest)	0.7777
Forward Price	725.35
Call Breakeven Price	788.11
Put Breakeven Price	686.06
Option Breakeven Price	743.46