Historical Volatility (Parkinson) (10-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.

Dollar General Corporation (DG) had 10-Day Historical Volatility (Parkinson) of 0.1804 for 2022-09-26.

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

Figures for 2022-09-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1950
Historical Volatility (Parkinson)	0.1804
Implied Volatility (Calls)	0.2884
Implied Volatility (Puts)	0.3133
Implied Volatility (Mean)	0.3008
Put-Call Implied Volatility Ratio	1.0863
Implied Volatility Skew	0.1277
Option Statistics
Put-Call Ratio (Volume)	0.8916
Put-Call Ratio (Open Interest)	1.5609
Forward Price	238.51
Call Breakeven Price	251.72
Put Breakeven Price	227.64
Option Breakeven Price	236.93

Data from Quantcha