Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.1335 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1505
Historical Volatility (Parkinson)	0.1335
Implied Volatility (Calls)	0.1287
Implied Volatility (Puts)	0.2483
Implied Volatility (Mean)	0.1885
Put-Call Implied Volatility Ratio	1.9295
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3397
Put-Call Ratio (Open Interest)	1.1891
Forward Price	33.62
Call Breakeven Price	36.81
Put Breakeven Price	30.86
Option Breakeven Price	33.62