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 Dow Jones International Internet ETF (FDNI) had 30-Day Historical Volatility (Parkinson) of 0.0945 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2273
Historical Volatility (Parkinson)	0.0945
Implied Volatility (Calls)	0.3595
Implied Volatility (Puts)	0.3405
Implied Volatility (Mean)	0.3500
Put-Call Implied Volatility Ratio	0.9470
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--