Historical Volatility (Parkinson) (150-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.

Heico Corporation (HEI.A) had 150-Day Historical Volatility (Parkinson) of 0.1876 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1915
Historical Volatility (Parkinson)	0.1876
Implied Volatility (Calls)	0.2320
Implied Volatility (Puts)	0.2306
Implied Volatility (Mean)	0.2313
Put-Call Implied Volatility Ratio	0.9938
Implied Volatility Skew	0.0261
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7523
Forward Price	181.15
Call Breakeven Price	194.64
Put Breakeven Price	147.24
Option Breakeven Price	174.38