Historical Volatility (Parkinson) (20-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.

Cenovus Energy Inc (CVE) had 20-Day Historical Volatility (Parkinson) of 0.2859 for 2024-06-13.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3870
Historical Volatility (Parkinson)	0.2859
Implied Volatility (Calls)	0.2179
Implied Volatility (Puts)	0.2800
Implied Volatility (Mean)	0.2489
Put-Call Implied Volatility Ratio	1.2847
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2613
Put-Call Ratio (Open Interest)	0.2383
Forward Price	18.38
Call Breakeven Price	20.37
Put Breakeven Price	17.80
Option Breakeven Price	19.97