Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.5073 for 2020-07-02.

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

Figures for 2020-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7107
Historical Volatility (Parkinson)	0.5073
Implied Volatility (Calls)	0.5952
Implied Volatility (Puts)	0.5892
Implied Volatility (Mean)	0.5922
Put-Call Implied Volatility Ratio	0.9899
Implied Volatility Skew	0.0591
Option Statistics
Put-Call Ratio (Volume)	0.1831
Put-Call Ratio (Open Interest)	0.4432
Forward Price	6.11
Call Breakeven Price	7.18
Put Breakeven Price	5.30
Option Breakeven Price	6.59

Data from Quantcha