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.

Ford Motor Company (F) had 150-Day Historical Volatility (Parkinson) of 0.2654 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)	0.3295
Historical Volatility (Parkinson)	0.2654
Implied Volatility (Calls)	0.2953
Implied Volatility (Puts)	0.3906
Implied Volatility (Mean)	0.3429
Put-Call Implied Volatility Ratio	1.3227
Implied Volatility Skew	0.0013
Option Statistics
Put-Call Ratio (Volume)	0.0936
Put-Call Ratio (Open Interest)	2.1098
Forward Price	12.04
Call Breakeven Price	14.51
Put Breakeven Price	10.03
Option Breakeven Price	11.48