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.

Criteo S.A. (CRTO) had 30-Day Historical Volatility (Parkinson) of 0.3617 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)	0.3034
Historical Volatility (Parkinson)	0.3617
Implied Volatility (Calls)	0.4354
Implied Volatility (Puts)	0.6043
Implied Volatility (Mean)	0.5199
Put-Call Implied Volatility Ratio	1.3880
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.4194
Put-Call Ratio (Open Interest)	0.0269
Forward Price	37.09
Call Breakeven Price	40.26
Put Breakeven Price	30.69
Option Breakeven Price	40.01