Historical Volatility (Parkinson) (120-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 120-Day Historical Volatility (Parkinson) of 0.2168 for 2022-09-27.

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

Figures for 2022-09-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2138
Historical Volatility (Parkinson)	0.2168
Implied Volatility (Calls)	0.3104
Implied Volatility (Puts)	0.2986
Implied Volatility (Mean)	0.3045
Put-Call Implied Volatility Ratio	0.9620
Implied Volatility Skew	0.0508
Option Statistics
Put-Call Ratio (Volume)	22.0203
Put-Call Ratio (Open Interest)	1.3503
Forward Price	238.16
Call Breakeven Price	267.94
Put Breakeven Price	182.66
Option Breakeven Price	218.75

Data from Quantcha