Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.5153 for 2022-09-26.

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

Figures for 2022-09-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6301
Historical Volatility (Parkinson)	0.5153
Implied Volatility (Calls)	0.6992
Implied Volatility (Puts)	0.6786
Implied Volatility (Mean)	0.6889
Put-Call Implied Volatility Ratio	0.9705
Implied Volatility Skew	0.0606
Option Statistics
Put-Call Ratio (Volume)	0.1939
Put-Call Ratio (Open Interest)	0.2407
Forward Price	24.49
Call Breakeven Price	29.83
Put Breakeven Price	22.13
Option Breakeven Price	28.26

Data from Quantcha