Historical Volatility (Parkinson) (150-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.

VanEck Gold Miners ETF (GDX) had 150-Day Historical Volatility (Parkinson) of 0.2335 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)	0.3147
Historical Volatility (Parkinson)	0.2335
Implied Volatility (Calls)	0.3048
Implied Volatility (Puts)	0.3040
Implied Volatility (Mean)	0.3044
Put-Call Implied Volatility Ratio	0.9974
Implied Volatility Skew	-0.0377
Option Statistics
Put-Call Ratio (Volume)	1.6040
Put-Call Ratio (Open Interest)	1.3672
Forward Price	36.43
Call Breakeven Price	40.32
Put Breakeven Price	28.70
Option Breakeven Price	33.97