Historical Volatility (Parkinson) (10-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) had 10-Day Historical Volatility (Parkinson) of 0.1366 for 2024-05-22.

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

Figures for 2024-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1864
Historical Volatility (Parkinson)	0.1366
Implied Volatility (Calls)	0.2154
Implied Volatility (Puts)	0.2792
Implied Volatility (Mean)	0.2473
Put-Call Implied Volatility Ratio	1.2964
Implied Volatility Skew	0.0009
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1932
Forward Price	215.18
Call Breakeven Price	223.42
Put Breakeven Price	191.48
Option Breakeven Price	218.25