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.

Halliburton Company (HAL) had 20-Day Historical Volatility (Parkinson) of 0.2381 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2341
Historical Volatility (Parkinson)	0.2381
Implied Volatility (Calls)	0.3323
Implied Volatility (Puts)	0.3185
Implied Volatility (Mean)	0.3254
Put-Call Implied Volatility Ratio	0.9584
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.4817
Put-Call Ratio (Open Interest)	0.4109
Forward Price	38.82
Call Breakeven Price	44.03
Put Breakeven Price	34.34
Option Breakeven Price	41.58