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.

Deckers Outdoor Corporation (DECK) had 60-Day Historical Volatility (Parkinson) of 0.2667 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)	0.3515
Historical Volatility (Parkinson)	0.2667
Implied Volatility (Calls)	0.4044
Implied Volatility (Puts)	0.4121
Implied Volatility (Mean)	0.4083
Put-Call Implied Volatility Ratio	1.0191
Implied Volatility Skew	0.0126
Option Statistics
Put-Call Ratio (Volume)	1.5737
Put-Call Ratio (Open Interest)	1.4963
Forward Price	892.29
Call Breakeven Price	960.63
Put Breakeven Price	775.34
Option Breakeven Price	852.02