Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.1584 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)	0.2308
Historical Volatility (Parkinson)	0.1584
Implied Volatility (Calls)	0.2090
Implied Volatility (Puts)	0.2159
Implied Volatility (Mean)	0.2124
Put-Call Implied Volatility Ratio	1.0330
Implied Volatility Skew	0.0144
Option Statistics
Put-Call Ratio (Volume)	0.7998
Put-Call Ratio (Open Interest)	0.9901
Forward Price	802.35
Call Breakeven Price	857.33
Put Breakeven Price	630.23
Option Breakeven Price	745.34