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.

Emerson Electric Co. (EMR) had 60-Day Historical Volatility (Parkinson) of 0.1910 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)	0.1738
Historical Volatility (Parkinson)	0.1910
Implied Volatility (Calls)	0.1405
Implied Volatility (Puts)	0.1715
Implied Volatility (Mean)	0.1560
Put-Call Implied Volatility Ratio	1.2203
Implied Volatility Skew	0.0336
Option Statistics
Put-Call Ratio (Volume)	0.2667
Put-Call Ratio (Open Interest)	0.6766
Forward Price	113.30
Call Breakeven Price	119.62
Put Breakeven Price	108.21
Option Breakeven Price	115.02