Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.1841 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2176
Historical Volatility (Parkinson)	0.1841
Implied Volatility (Calls)	0.3015
Implied Volatility (Puts)	0.3409
Implied Volatility (Mean)	0.3212
Put-Call Implied Volatility Ratio	1.1309
Implied Volatility Skew	0.0490
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1864
Forward Price	47.44
Call Breakeven Price	62.58
Put Breakeven Price	39.39
Option Breakeven Price	53.05