Historical Volatility (Parkinson) (180-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 180-Day Historical Volatility (Parkinson) of 0.3224 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3512
Historical Volatility (Parkinson)	0.3224
Implied Volatility (Calls)	0.3482
Implied Volatility (Puts)	0.4255
Implied Volatility (Mean)	0.3869
Put-Call Implied Volatility Ratio	1.2222
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0075
Put-Call Ratio (Open Interest)	0.7860
Forward Price	29.82
Call Breakeven Price	36.43
Put Breakeven Price	25.66
Option Breakeven Price	31.68