Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.1961 for 2023-02-07.

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

Figures for 2023-02-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1972
Historical Volatility (Parkinson)	0.1961
Implied Volatility (Calls)	0.2058
Implied Volatility (Puts)	0.2122
Implied Volatility (Mean)	0.2090
Put-Call Implied Volatility Ratio	1.0310
Implied Volatility Skew	0.0577
Option Statistics
Put-Call Ratio (Volume)	1.7176
Put-Call Ratio (Open Interest)	0.7274
Forward Price	146.84
Call Breakeven Price	157.14
Put Breakeven Price	134.06
Option Breakeven Price	149.45