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.

ETRACS IFED Invest with the Fed TR Index ETN (IFED) had 90-Day Historical Volatility (Parkinson) of 0.2359 for 2025-12-11.

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Figures for 2025-12-11

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1526
Historical Volatility (Parkinson)	0.2359
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--