Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.0531 for 2026-05-22.

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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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52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0920
Historical Volatility (Parkinson)	0.0531
Implied Volatility (Calls)	0.3546
Implied Volatility (Puts)	0.3631
Implied Volatility (Mean)	0.3588
Put-Call Implied Volatility Ratio	1.0240
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--