Historical Volatility (Parkinson) (120-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.

Halliburton Company (HAL) had 120-Day Historical Volatility (Parkinson) of 0.2420 for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2206
Historical Volatility (Parkinson)	0.2420
Implied Volatility (Calls)	0.2637
Implied Volatility (Puts)	0.2936
Implied Volatility (Mean)	0.2787
Put-Call Implied Volatility Ratio	1.1131
Implied Volatility Skew	0.0124
Option Statistics
Put-Call Ratio (Volume)	0.7420
Put-Call Ratio (Open Interest)	2.8284
Forward Price	38.96
Call Breakeven Price	42.26
Put Breakeven Price	31.11
Option Breakeven Price	33.97