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 0.1651 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1940
Historical Volatility (Parkinson)	0.1651
Implied Volatility (Calls)	0.1627
Implied Volatility (Puts)	0.2234
Implied Volatility (Mean)	0.1930
Put-Call Implied Volatility Ratio	1.3732
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2770
Put-Call Ratio (Open Interest)	0.3416
Forward Price	36.01
Call Breakeven Price	41.77
Put Breakeven Price	33.75
Option Breakeven Price	39.74