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.

Quest Diagnostics Incorporated (DGX) had 120-Day Historical Volatility (Parkinson) of 0.1918 for 2023-03-24.

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

Figures for 2023-03-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1946
Historical Volatility (Parkinson)	0.1918
Implied Volatility (Calls)	0.2063
Implied Volatility (Puts)	0.2463
Implied Volatility (Mean)	0.2263
Put-Call Implied Volatility Ratio	1.1940
Implied Volatility Skew	0.0363
Option Statistics
Put-Call Ratio (Volume)	0.3536
Put-Call Ratio (Open Interest)	0.4337
Forward Price	140.95
Call Breakeven Price	166.82
Put Breakeven Price	125.17
Option Breakeven Price	157.12