Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.1947 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2192
Historical Volatility (Parkinson)	0.1947
Implied Volatility (Calls)	0.2680
Implied Volatility (Puts)	0.2395
Implied Volatility (Mean)	0.2538
Put-Call Implied Volatility Ratio	0.8937
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0820
Put-Call Ratio (Open Interest)	0.3312
Forward Price	27.89
Call Breakeven Price	31.77
Put Breakeven Price	26.52
Option Breakeven Price	30.44