Historical Volatility (Parkinson) (10-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.

Fox Corporation (FOXA) had 10-Day Historical Volatility (Parkinson) of 0.1610 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1878
Historical Volatility (Parkinson)	0.1610
Implied Volatility (Calls)	0.4025
Implied Volatility (Puts)	0.4048
Implied Volatility (Mean)	0.4037
Put-Call Implied Volatility Ratio	1.0057
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	6.6000
Put-Call Ratio (Open Interest)	0.6609
Forward Price	31.70
Call Breakeven Price	32.73
Put Breakeven Price	29.48
Option Breakeven Price	31.68