Historical Volatility (Parkinson) (90-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.

Easterly Government Properties, Inc. (DEA) had 90-Day Historical Volatility (Parkinson) of 0.2015 for 2024-06-12.

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

Figures for 2024-06-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2374
Historical Volatility (Parkinson)	0.2015
Implied Volatility (Calls)	0.2222
Implied Volatility (Puts)	0.1959
Implied Volatility (Mean)	0.2091
Put-Call Implied Volatility Ratio	0.8820
Implied Volatility Skew	0.0336
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4860
Forward Price	12.18
Call Breakeven Price	13.36
Put Breakeven Price	10.68
Option Breakeven Price	12.43