Historical Volatility (Parkinson) (90-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.

SPDR Gold Shares (GLD) had 90-Day Historical Volatility (Parkinson) of 0.1157 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1567
Historical Volatility (Parkinson)	0.1157
Implied Volatility (Calls)	0.1334
Implied Volatility (Puts)	0.1394
Implied Volatility (Mean)	0.1364
Put-Call Implied Volatility Ratio	1.0447
Implied Volatility Skew	-0.0453
Option Statistics
Put-Call Ratio (Volume)	0.2336
Put-Call Ratio (Open Interest)	1.1407
Forward Price	217.89
Call Breakeven Price	240.39
Put Breakeven Price	187.85
Option Breakeven Price	213.66