Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.2357 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2172
Historical Volatility (Parkinson)	0.2357
Implied Volatility (Calls)	0.2596
Implied Volatility (Puts)	0.2879
Implied Volatility (Mean)	0.2738
Put-Call Implied Volatility Ratio	1.1090
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5297
Put-Call Ratio (Open Interest)	1.3938
Forward Price	37.63
Call Breakeven Price	42.28
Put Breakeven Price	31.99
Option Breakeven Price	36.62