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.

GSK PLC Sponsored ADR (GSK) had 90-Day Historical Volatility (Parkinson) of 0.1235 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1590
Historical Volatility (Parkinson)	0.1235
Implied Volatility (Calls)	0.1859
Implied Volatility (Puts)	0.2466
Implied Volatility (Mean)	0.2162
Put-Call Implied Volatility Ratio	1.3269
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1248
Put-Call Ratio (Open Interest)	1.1468
Forward Price	40.99
Call Breakeven Price	43.44
Put Breakeven Price	38.23
Option Breakeven Price	40.66