Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.1916 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2483
Historical Volatility (Parkinson)	0.1916
Implied Volatility (Calls)	0.2012
Implied Volatility (Puts)	0.2290
Implied Volatility (Mean)	0.2151
Put-Call Implied Volatility Ratio	1.1384
Implied Volatility Skew	-0.0028
Option Statistics
Put-Call Ratio (Volume)	0.5487
Put-Call Ratio (Open Interest)	0.7082
Forward Price	136.92
Call Breakeven Price	144.38
Put Breakeven Price	115.05
Option Breakeven Price	132.33