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 0.2239 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2425
Historical Volatility (Parkinson)	0.2239
Implied Volatility (Calls)	0.2744
Implied Volatility (Puts)	0.2792
Implied Volatility (Mean)	0.2768
Put-Call Implied Volatility Ratio	1.0175
Implied Volatility Skew	0.0539
Option Statistics
Put-Call Ratio (Volume)	0.7375
Put-Call Ratio (Open Interest)	1.2295
Forward Price	260.18
Call Breakeven Price	291.91
Put Breakeven Price	205.70
Option Breakeven Price	244.35

Data from Quantcha