Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.3429 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3875
Historical Volatility (Parkinson)	0.3429
Implied Volatility (Calls)	0.2918
Implied Volatility (Puts)	0.3835
Implied Volatility (Mean)	0.3376
Put-Call Implied Volatility Ratio	1.3143
Implied Volatility Skew	0.0425
Option Statistics
Put-Call Ratio (Volume)	21.0000
Put-Call Ratio (Open Interest)	0.6113
Forward Price	29.37
Call Breakeven Price	33.02
Put Breakeven Price	27.29
Option Breakeven Price	30.84