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.

CVB Financial Corporation (CVBF) had 90-Day Historical Volatility (Parkinson) of 0.3126 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)	0.3585
Historical Volatility (Parkinson)	0.3126
Implied Volatility (Calls)	0.4541
Implied Volatility (Puts)	0.4374
Implied Volatility (Mean)	0.4458
Put-Call Implied Volatility Ratio	0.9631
Implied Volatility Skew	0.0808
Option Statistics
Put-Call Ratio (Volume)	1.4835
Put-Call Ratio (Open Interest)	0.2667
Forward Price	16.94
Call Breakeven Price	19.61
Put Breakeven Price	13.00
Option Breakeven Price	18.21