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.

Invesco DB Commodity Index Tracking ETF (DBC) had 30-Day Historical Volatility (Parkinson) of 0.0863 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)	0.1072
Historical Volatility (Parkinson)	0.0863
Implied Volatility (Calls)	0.2158
Implied Volatility (Puts)	0.4486
Implied Volatility (Mean)	0.3322
Put-Call Implied Volatility Ratio	2.0792
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0390
Forward Price	23.34
Call Breakeven Price	24.26
Put Breakeven Price	21.98
Option Breakeven Price	24.17