Historical Volatility (Parkinson) (120-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.

CVR Energy Inc. (CVI) had 120-Day Historical Volatility (Parkinson) of 0.3419 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3689
Historical Volatility (Parkinson)	0.3419
Implied Volatility (Calls)	0.3789
Implied Volatility (Puts)	0.4524
Implied Volatility (Mean)	0.4157
Put-Call Implied Volatility Ratio	1.1939
Implied Volatility Skew	0.0819
Option Statistics
Put-Call Ratio (Volume)	0.0288
Put-Call Ratio (Open Interest)	0.8247
Forward Price	29.63
Call Breakeven Price	37.38
Put Breakeven Price	27.16
Option Breakeven Price	32.76