Historical Volatility (Parkinson) (20-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.
REX FANG & Innovation Equity Premium Income ETF (FEPI) had 20-Day Historical Volatility (Parkinson) of 0.1307 for 2025-06-06.
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