Historical Volatility (Parkinson) (20-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.

W.W. Grainger, Inc. (GWW) had 20-Day Historical Volatility (Parkinson) of 0.1624 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2231
Historical Volatility (Parkinson)	0.1624
Implied Volatility (Calls)	0.1718
Implied Volatility (Puts)	0.1775
Implied Volatility (Mean)	0.1747
Put-Call Implied Volatility Ratio	1.0329
Implied Volatility Skew	-0.0591
Option Statistics
Put-Call Ratio (Volume)	0.0776
Put-Call Ratio (Open Interest)	0.1710
Forward Price	923.81
Call Breakeven Price	957.85
Put Breakeven Price	894.40
Option Breakeven Price	948.59