Historical Volatility (Parkinson) (180-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.

Horizon Bancorp (IN) (HBNC) had 180-Day Historical Volatility (Parkinson) of 0.3561 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4007
Historical Volatility (Parkinson)	0.3561
Implied Volatility (Calls)	0.3576
Implied Volatility (Puts)	0.4301
Implied Volatility (Mean)	0.3939
Put-Call Implied Volatility Ratio	1.2026
Implied Volatility Skew	0.0407
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0552
Forward Price	12.80
Call Breakeven Price	14.98
Put Breakeven Price	10.55
Option Breakeven Price	14.76