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.

WisdomTree Enhanced Commodity Strategy Fund (GCC) had 30-Day Historical Volatility (Parkinson) of 0.0715 for 2025-05-30.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1192
Historical Volatility (Parkinson)	0.0715
Implied Volatility (Calls)	0.4726
Implied Volatility (Puts)	0.5010
Implied Volatility (Mean)	0.4868
Put-Call Implied Volatility Ratio	1.0600
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--