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.

CSX Corporation (CSX) had 150-Day Historical Volatility (Parkinson) of 0.1605 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)	0.1443
Historical Volatility (Parkinson)	0.1605
Implied Volatility (Calls)	0.1872
Implied Volatility (Puts)	0.2168
Implied Volatility (Mean)	0.2020
Put-Call Implied Volatility Ratio	1.1583
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0672
Put-Call Ratio (Open Interest)	2.9295
Forward Price	34.44
Call Breakeven Price	38.32
Put Breakeven Price	30.74
Option Breakeven Price	32.76