Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.1186 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)	0.1615
Historical Volatility (Parkinson)	0.1186
Implied Volatility (Calls)	0.1758
Implied Volatility (Puts)	0.2634
Implied Volatility (Mean)	0.2196
Put-Call Implied Volatility Ratio	1.4986
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2546
Put-Call Ratio (Open Interest)	0.7531
Forward Price	40.82
Call Breakeven Price	44.30
Put Breakeven Price	38.28
Option Breakeven Price	42.26