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.

The Walt Disney Company (DIS) had 60-Day Historical Volatility (Parkinson) of 0.1948 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1988
Historical Volatility (Parkinson)	0.1948
Implied Volatility (Calls)	0.2919
Implied Volatility (Puts)	0.3042
Implied Volatility (Mean)	0.2981
Put-Call Implied Volatility Ratio	1.0422
Implied Volatility Skew	0.0069
Option Statistics
Put-Call Ratio (Volume)	1.0821
Put-Call Ratio (Open Interest)	0.8381
Forward Price	113.38
Call Breakeven Price	129.06
Put Breakeven Price	88.74
Option Breakeven Price	110.69