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.

Ford Motor Company (F) had 120-Day Historical Volatility (Parkinson) of 0.2668 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3342
Historical Volatility (Parkinson)	0.2668
Implied Volatility (Calls)	0.3032
Implied Volatility (Puts)	0.3781
Implied Volatility (Mean)	0.3406
Put-Call Implied Volatility Ratio	1.2471
Implied Volatility Skew	-0.0475
Option Statistics
Put-Call Ratio (Volume)	0.3889
Put-Call Ratio (Open Interest)	1.5049
Forward Price	12.95
Call Breakeven Price	14.72
Put Breakeven Price	10.59
Option Breakeven Price	12.27