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.

Fox Corporation (FOXA) had 20-Day Historical Volatility (Parkinson) of 0.1761 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)	0.1638
Historical Volatility (Parkinson)	0.1761
Implied Volatility (Calls)	0.3273
Implied Volatility (Puts)	0.2519
Implied Volatility (Mean)	0.2896
Put-Call Implied Volatility Ratio	0.7695
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1451
Forward Price	31.98
Call Breakeven Price	32.64
Put Breakeven Price	29.09
Option Breakeven Price	32.19