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.

Dollar General Corporation (DG) had 90-Day Historical Volatility (Parkinson) of 0.2955 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4857
Historical Volatility (Parkinson)	0.2955
Implied Volatility (Calls)	0.2947
Implied Volatility (Puts)	0.2842
Implied Volatility (Mean)	0.2894
Put-Call Implied Volatility Ratio	0.9644
Implied Volatility Skew	0.0610
Option Statistics
Put-Call Ratio (Volume)	0.4162
Put-Call Ratio (Open Interest)	2.8423
Forward Price	229.17
Call Breakeven Price	248.03
Put Breakeven Price	197.59
Option Breakeven Price	212.60

Data from Quantcha