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.

Diamondback Energy, Inc. (FANG) had 90-Day Historical Volatility (Parkinson) of 0.2029 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)	0.2537
Historical Volatility (Parkinson)	0.2029
Implied Volatility (Calls)	0.2598
Implied Volatility (Puts)	0.2934
Implied Volatility (Mean)	0.2766
Put-Call Implied Volatility Ratio	1.1294
Implied Volatility Skew	-0.0025
Option Statistics
Put-Call Ratio (Volume)	0.1483
Put-Call Ratio (Open Interest)	0.5546
Forward Price	202.08
Call Breakeven Price	219.96
Put Breakeven Price	171.82
Option Breakeven Price	202.77