Historical Volatility (Parkinson) (90-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.

Ericsson (ERIC) had 90-Day Historical Volatility (Parkinson) of 0.2083 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3020
Historical Volatility (Parkinson)	0.2083
Implied Volatility (Calls)	0.3237
Implied Volatility (Puts)	0.3334
Implied Volatility (Mean)	0.3286
Put-Call Implied Volatility Ratio	1.0301
Implied Volatility Skew	0.0794
Option Statistics
Put-Call Ratio (Volume)	0.0450
Put-Call Ratio (Open Interest)	0.4533
Forward Price	5.92
Call Breakeven Price	6.26
Put Breakeven Price	5.01
Option Breakeven Price	5.88