Historical Volatility (Parkinson) (120-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.

First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) had 120-Day Historical Volatility (Parkinson) of 0.0786 for 2026-02-20.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-02-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1146
Historical Volatility (Parkinson)	0.0786
Implied Volatility (Calls)	0.2560
Implied Volatility (Puts)	0.2926
Implied Volatility (Mean)	0.2743
Put-Call Implied Volatility Ratio	1.1431
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--