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.

Gray Television, Inc. (GTN) had 90-Day Historical Volatility (Parkinson) of 0.4424 for 2023-03-24.

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

Figures for 2023-03-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4679
Historical Volatility (Parkinson)	0.4424
Implied Volatility (Calls)	0.3798
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	374.0000
Put-Call Ratio (Open Interest)	0.3348
Forward Price	8.42
Call Breakeven Price	11.19
Put Breakeven Price	7.87
Option Breakeven Price	10.41