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.

Enbridge Inc (ENB) had 120-Day Historical Volatility (Parkinson) of 0.1387 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1601
Historical Volatility (Parkinson)	0.1387
Implied Volatility (Calls)	0.1037
Implied Volatility (Puts)	0.2213
Implied Volatility (Mean)	0.1625
Put-Call Implied Volatility Ratio	2.1330
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2319
Put-Call Ratio (Open Interest)	1.1336
Forward Price	35.42
Call Breakeven Price	37.60
Put Breakeven Price	31.75
Option Breakeven Price	34.62