Historical Volatility (Parkinson) (10-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.

State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF (EFAX) had 10-Day Historical Volatility (Parkinson) of 0.1853 for 2026-03-09.

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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2962
Historical Volatility (Parkinson)	0.1853
Implied Volatility (Calls)	0.2624
Implied Volatility (Puts)	0.3246
Implied Volatility (Mean)	0.2935
Put-Call Implied Volatility Ratio	1.2373
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--