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.

Gilead Sciences, Inc. (GILD) had 30-Day Historical Volatility (Parkinson) of 0.1383 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1502
Historical Volatility (Parkinson)	0.1383
Implied Volatility (Calls)	0.2646
Implied Volatility (Puts)	0.2342
Implied Volatility (Mean)	0.2494
Put-Call Implied Volatility Ratio	0.8848
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1721
Put-Call Ratio (Open Interest)	1.7265
Forward Price	67.61
Call Breakeven Price	73.30
Put Breakeven Price	65.09
Option Breakeven Price	68.10