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.

Fortive Corporation (FTV) had 20-Day Historical Volatility (Parkinson) of 0.1298 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)	0.1571
Historical Volatility (Parkinson)	0.1298
Implied Volatility (Calls)	0.3720
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7115
Forward Price	77.42
Call Breakeven Price	84.60
Put Breakeven Price	75.10
Option Breakeven Price	81.14