Historical Volatility (Parkinson) (180-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.

Gray Television, Inc. (GTN) had 180-Day Historical Volatility (Parkinson) of 0.5313 for 2023-01-30.

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

Figures for 2023-01-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7632
Historical Volatility (Parkinson)	0.5313
Implied Volatility (Calls)	0.3888
Implied Volatility (Puts)	0.4354
Implied Volatility (Mean)	0.4121
Put-Call Implied Volatility Ratio	1.1199
Implied Volatility Skew	-0.0178
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1518
Forward Price	12.74
Call Breakeven Price	15.37
Put Breakeven Price	9.78
Option Breakeven Price	14.62