Historical Volatility (Parkinson) (90-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.

Harmony Biosciences Holdings, Inc. (HRMY) had 90-Day Historical Volatility (Parkinson) of 0.4618 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)	0.4524
Historical Volatility (Parkinson)	0.4618
Implied Volatility (Calls)	0.6666
Implied Volatility (Puts)	0.6110
Implied Volatility (Mean)	0.6388
Put-Call Implied Volatility Ratio	0.9167
Implied Volatility Skew	0.0146
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.2836
Forward Price	32.38
Call Breakeven Price	42.65
Put Breakeven Price	27.70
Option Breakeven Price	34.52