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.

Fox Corporation (FOXA) had 30-Day Historical Volatility (Parkinson) of 0.1847 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1690
Historical Volatility (Parkinson)	0.1847
Implied Volatility (Calls)	0.2991
Implied Volatility (Puts)	0.2927
Implied Volatility (Mean)	0.2959
Put-Call Implied Volatility Ratio	0.9784
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3867
Put-Call Ratio (Open Interest)	0.0803
Forward Price	31.56
Call Breakeven Price	32.55
Put Breakeven Price	29.11
Option Breakeven Price	32.25