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.

VanEck International High Yield Bond ETF (IHY) had 30-Day Historical Volatility (Parkinson) of 0.0500 for 2026-01-21.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0352
Historical Volatility (Parkinson)	0.0500
Implied Volatility (Calls)	0.0986
Implied Volatility (Puts)	0.1309
Implied Volatility (Mean)	0.1147
Put-Call Implied Volatility Ratio	1.3274
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--