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.

First Trust Multi Cap Value AlphaDEX ETF (FAB) 30-Day Historical Volatility (Parkinson) data is not available for 2025-05-30.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

10-Day 20-Day 30-Day 60-Day
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.1522
Implied Volatility (Puts)	0.1946
Implied Volatility (Mean)	0.1734
Put-Call Implied Volatility Ratio	1.2785
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--