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.

VelocityShares 3x Inverse Natural Gas ETN (DGAZF) had 120-Day Historical Volatility (Parkinson) of 1.1891 for 2020-07-10.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2020-07-10

Volatility Metrics
Historical Volatility (Close-to-Close)	1.7216
Historical Volatility (Parkinson)	1.1891
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--