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.

HSBC Holdings plc (HSBC) had 20-Day Historical Volatility (Parkinson) of 0.1198 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1715
Historical Volatility (Parkinson)	0.1198
Implied Volatility (Calls)	0.2720
Implied Volatility (Puts)	0.3292
Implied Volatility (Mean)	0.3006
Put-Call Implied Volatility Ratio	1.2100
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.6000
Put-Call Ratio (Open Interest)	0.0000
Forward Price	44.29
Call Breakeven Price	46.09
Put Breakeven Price	44.07
Option Breakeven Price	45.51