Historical Volatility (Parkinson) (10-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.

YieldMax Short NVDA Option Income Strategy ETF (DIPS) had 10-Day Historical Volatility (Parkinson) of 0.1183 for 2026-01-16.

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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52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2004
Historical Volatility (Parkinson)	0.1183
Implied Volatility (Calls)	0.2173
Implied Volatility (Puts)	0.4654
Implied Volatility (Mean)	0.3413
Put-Call Implied Volatility Ratio	2.1418
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--