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.

Home BancShares, Inc. (HOMB) had 20-Day Historical Volatility (Parkinson) of 0.1761 for 2024-06-17.

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

Figures for 2024-06-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2325
Historical Volatility (Parkinson)	0.1761
Implied Volatility (Calls)	0.5888
Implied Volatility (Puts)	0.4684
Implied Volatility (Mean)	0.5286
Put-Call Implied Volatility Ratio	0.7955
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1667
Put-Call Ratio (Open Interest)	14.0202
Forward Price	23.24
Call Breakeven Price	25.14
Put Breakeven Price	21.02
Option Breakeven Price	22.34