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.

Geopark Ltd (GPRK) had 60-Day Historical Volatility (Parkinson) of 0.2350 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)	0.2367
Historical Volatility (Parkinson)	0.2350
Implied Volatility (Calls)	0.3634
Implied Volatility (Puts)	1.2625
Implied Volatility (Mean)	0.8129
Put-Call Implied Volatility Ratio	3.4741
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.3333
Put-Call Ratio (Open Interest)	0.4131
Forward Price	9.17
Call Breakeven Price	10.81
Put Breakeven Price	7.77
Option Breakeven Price	9.92