Historical Volatility (Parkinson) (60-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.

The First Bancshares, Inc. (FBMS) had 60-Day Historical Volatility (Parkinson) of 0.2624 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2931
Historical Volatility (Parkinson)	0.2624
Implied Volatility (Calls)	0.4843
Implied Volatility (Puts)	0.5969
Implied Volatility (Mean)	0.5406
Put-Call Implied Volatility Ratio	1.2324
Implied Volatility Skew	0.0136
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.5000
Forward Price	25.64
Call Breakeven Price	27.51
Put Breakeven Price	22.88
Option Breakeven Price	24.74