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.

WisdomTree U.S. SmallCap ETF (EES) had 20-Day Historical Volatility (Parkinson) of 0.1414 for 2026-03-06.

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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 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1998
Historical Volatility (Parkinson)	0.1414
Implied Volatility (Calls)	0.3486
Implied Volatility (Puts)	0.3756
Implied Volatility (Mean)	0.3621
Put-Call Implied Volatility Ratio	1.0775
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--