Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.2714 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3392
Historical Volatility (Parkinson)	0.2714
Implied Volatility (Calls)	0.3128
Implied Volatility (Puts)	0.3853
Implied Volatility (Mean)	0.3491
Put-Call Implied Volatility Ratio	1.2318
Implied Volatility Skew	-0.0501
Option Statistics
Put-Call Ratio (Volume)	0.1384
Put-Call Ratio (Open Interest)	1.0709
Forward Price	12.13
Call Breakeven Price	14.51
Put Breakeven Price	10.67
Option Breakeven Price	12.53