Historical Volatility (Parkinson) (60-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.

Deere & Company (DE) had 60-Day Historical Volatility (Parkinson) of 0.1905 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2238
Historical Volatility (Parkinson)	0.1905
Implied Volatility (Calls)	0.1782
Implied Volatility (Puts)	0.2059
Implied Volatility (Mean)	0.1921
Put-Call Implied Volatility Ratio	1.1555
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0088
Put-Call Ratio (Open Interest)	1.9464
Forward Price	376.69
Call Breakeven Price	412.86
Put Breakeven Price	356.63
Option Breakeven Price	376.07