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.

iShares MSCI Emerging Markets ETF (EEM) had 90-Day Historical Volatility (Parkinson) of 0.0735 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1262
Historical Volatility (Parkinson)	0.0735
Implied Volatility (Calls)	0.1142
Implied Volatility (Puts)	0.1580
Implied Volatility (Mean)	0.1361
Put-Call Implied Volatility Ratio	1.3836
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1444
Put-Call Ratio (Open Interest)	0.9589
Forward Price	43.55
Call Breakeven Price	45.36
Put Breakeven Price	38.68
Option Breakeven Price	42.09