Historical Volatility (Parkinson) (30-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.

Emerson Electric Co. (EMR) had 30-Day Historical Volatility (Parkinson) of 0.1628 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1142
Historical Volatility (Parkinson)	0.1628
Implied Volatility (Calls)	0.2614
Implied Volatility (Puts)	0.2942
Implied Volatility (Mean)	0.2778
Put-Call Implied Volatility Ratio	1.1256
Implied Volatility Skew	0.0337
Option Statistics
Put-Call Ratio (Volume)	2.2222
Put-Call Ratio (Open Interest)	0.1757
Forward Price	106.52
Call Breakeven Price	115.62
Put Breakeven Price	101.19
Option Breakeven Price	113.47