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.

GraniteShares 2x Long ETOR Daily ETF (ETRL) had 60-Day Historical Volatility (Parkinson) of 0.7439 for 2025-12-15.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1493
Historical Volatility (Parkinson)	0.7439
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--