Historical Volatility (Parkinson) (20-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.

The Walt Disney Company (DIS) had 20-Day Historical Volatility (Parkinson) of 0.2116 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4663
Historical Volatility (Parkinson)	0.2116
Implied Volatility (Calls)	0.1883
Implied Volatility (Puts)	0.1817
Implied Volatility (Mean)	0.1850
Put-Call Implied Volatility Ratio	0.9647
Implied Volatility Skew	-0.0535
Option Statistics
Put-Call Ratio (Volume)	0.8688
Put-Call Ratio (Open Interest)	0.4723
Forward Price	103.14
Call Breakeven Price	113.00
Put Breakeven Price	100.43
Option Breakeven Price	109.18