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.

Delek US Holdings, Inc. (DK) had 10-Day Historical Volatility (Parkinson) of 0.2873 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2068
Historical Volatility (Parkinson)	0.2873
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.8260
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1603
Put-Call Ratio (Open Interest)	0.4533
Forward Price	30.05
Call Breakeven Price	32.66
Put Breakeven Price	27.26
Option Breakeven Price	31.04