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.

First Trust SkyBridge Crypto Industry and Digital Economy ETF (CRPT) had 150-Day Historical Volatility (Parkinson) of 0.4515 for 2026-01-21.

For much more extensive volatility insights, check out our new product VolVue:

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Figures for 2026-01-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5324
Historical Volatility (Parkinson)	0.4515
Implied Volatility (Calls)	0.5020
Implied Volatility (Puts)	0.6052
Implied Volatility (Mean)	0.5536
Put-Call Implied Volatility Ratio	1.2056
Implied Volatility Skew	0.0131
Option Statistics
Put-Call Ratio (Volume)	0.2000
Put-Call Ratio (Open Interest)	0.2967