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.

Gilead Sciences, Inc. (GILD) had 10-Day Historical Volatility (Parkinson) of 0.2118 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1801
Historical Volatility (Parkinson)	0.2118
Implied Volatility (Calls)	0.1956
Implied Volatility (Puts)	0.1979
Implied Volatility (Mean)	0.1968
Put-Call Implied Volatility Ratio	1.0118
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	5.6519
Put-Call Ratio (Open Interest)	1.0236
Forward Price	65.42
Call Breakeven Price	70.84
Put Breakeven Price	63.92
Option Breakeven Price	67.14