Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.2848 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2809
Historical Volatility (Parkinson)	0.2848
Implied Volatility (Calls)	0.3109
Implied Volatility (Puts)	0.3034
Implied Volatility (Mean)	0.3071
Put-Call Implied Volatility Ratio	0.9758
Implied Volatility Skew	0.0967
Option Statistics
Put-Call Ratio (Volume)	0.4004
Put-Call Ratio (Open Interest)	0.9267
Forward Price	145.01
Call Breakeven Price	156.49
Put Breakeven Price	139.91
Option Breakeven Price	148.65