Historical Volatility (Parkinson) (120-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.

Insteel Industries, Inc. (IIIN) had 120-Day Historical Volatility (Parkinson) of 0.2707 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)	0.3313
Historical Volatility (Parkinson)	0.2707
Implied Volatility (Calls)	0.3999
Implied Volatility (Puts)	0.3491
Implied Volatility (Mean)	0.3745
Put-Call Implied Volatility Ratio	0.8730
Implied Volatility Skew	0.0927
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1595
Forward Price	35.84
Call Breakeven Price	48.78
Put Breakeven Price	28.87
Option Breakeven Price	46.26