Historical Volatility (Parkinson) (10-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.

Guess?, Inc. (GES) had 10-Day Historical Volatility (Parkinson) of 0.2519 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3274
Historical Volatility (Parkinson)	0.2519
Implied Volatility (Calls)	0.3137
Implied Volatility (Puts)	0.3039
Implied Volatility (Mean)	0.3088
Put-Call Implied Volatility Ratio	0.9688
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4583
Put-Call Ratio (Open Interest)	0.9512
Forward Price	21.10
Call Breakeven Price	27.24
Put Breakeven Price	16.28
Option Breakeven Price	21.87