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 Industrial Realty Trust, Inc. (FR) had 30-Day Historical Volatility (Parkinson) of 0.2198 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2760
Historical Volatility (Parkinson)	0.2198
Implied Volatility (Calls)	0.5071
Implied Volatility (Puts)	0.4204
Implied Volatility (Mean)	0.4637
Put-Call Implied Volatility Ratio	0.8292
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.9243
Forward Price	48.27
Call Breakeven Price	52.83
Put Breakeven Price	46.61
Option Breakeven Price	49.73