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 0.1893 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1789
Historical Volatility (Parkinson)	0.1893
Implied Volatility (Calls)	0.2215
Implied Volatility (Puts)	0.2496
Implied Volatility (Mean)	0.2356
Put-Call Implied Volatility Ratio	1.1268
Implied Volatility Skew	-0.0010
Option Statistics
Put-Call Ratio (Volume)	0.1262
Put-Call Ratio (Open Interest)	0.4156
Forward Price	127.34
Call Breakeven Price	143.83
Put Breakeven Price	112.24
Option Breakeven Price	134.56