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.

The Estee Lauder Companies Inc. (EL) had 120-Day Historical Volatility (Parkinson) of 0.3192 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4555
Historical Volatility (Parkinson)	0.3192
Implied Volatility (Calls)	0.3009
Implied Volatility (Puts)	0.3322
Implied Volatility (Mean)	0.3166
Put-Call Implied Volatility Ratio	1.1039
Implied Volatility Skew	-0.0045
Option Statistics
Put-Call Ratio (Volume)	0.4379
Put-Call Ratio (Open Interest)	1.5813
Forward Price	139.69
Call Breakeven Price	175.29
Put Breakeven Price	116.40
Option Breakeven Price	139.30