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.

HP Inc. (HPQ) had 20-Day Historical Volatility (Parkinson) of 0.2031 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1450
Historical Volatility (Parkinson)	0.2031
Implied Volatility (Calls)	0.3365
Implied Volatility (Puts)	0.2686
Implied Volatility (Mean)	0.3025
Put-Call Implied Volatility Ratio	0.7982
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	6.1113
Put-Call Ratio (Open Interest)	0.1845
Forward Price	28.21
Call Breakeven Price	30.91
Put Breakeven Price	26.37
Option Breakeven Price	30.12