Historical Volatility (Parkinson) (60-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.
Direxion Daily LLY Bear 1X Shares (ELIS) had 60-Day Historical Volatility (Parkinson) of 0.1636 for 2026-01-20.
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