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.

Extreme Networks, Inc. (EXTR) had 60-Day Historical Volatility (Parkinson) of 0.3581 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4042
Historical Volatility (Parkinson)	0.3581
Implied Volatility (Calls)	0.3844
Implied Volatility (Puts)	0.4617
Implied Volatility (Mean)	0.4230
Put-Call Implied Volatility Ratio	1.2012
Implied Volatility Skew	0.1524
Option Statistics
Put-Call Ratio (Volume)	0.2599
Put-Call Ratio (Open Interest)	1.1405
Forward Price	11.91
Call Breakeven Price	15.81
Put Breakeven Price	10.58
Option Breakeven Price	13.02