Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.1576 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)	0.1592
Historical Volatility (Parkinson)	0.1576
Implied Volatility (Calls)	0.1794
Implied Volatility (Puts)	0.2392
Implied Volatility (Mean)	0.2093
Put-Call Implied Volatility Ratio	1.3336
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4391
Put-Call Ratio (Open Interest)	0.8721
Forward Price	65.29
Call Breakeven Price	73.79
Put Breakeven Price	61.91
Option Breakeven Price	68.43