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.

WisdomTree Dynamic International SmallCap Equity Fund (DDLS) had 20-Day Historical Volatility (Parkinson) of 0.0618 for 2026-01-20.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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

Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1158
Historical Volatility (Parkinson)	0.0618
Implied Volatility (Calls)	0.2054
Implied Volatility (Puts)	0.2187
Implied Volatility (Mean)	0.2121
Put-Call Implied Volatility Ratio	1.0648
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--