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.

GSK PLC Sponsored ADR (GSK) had 10-Day Historical Volatility (Parkinson) of 0.1309 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2206
Historical Volatility (Parkinson)	0.1309
Implied Volatility (Calls)	0.3361
Implied Volatility (Puts)	0.3270
Implied Volatility (Mean)	0.3316
Put-Call Implied Volatility Ratio	0.9730
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	7.6304
Put-Call Ratio (Open Interest)	25.3945
Forward Price	41.33
Call Breakeven Price	42.88
Put Breakeven Price	38.23
Option Breakeven Price	38.40