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.

Insteel Industries, Inc. (IIIN) had 20-Day Historical Volatility (Parkinson) of 0.2633 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)	0.3452
Historical Volatility (Parkinson)	0.2633
Implied Volatility (Calls)	0.4113
Implied Volatility (Puts)	0.4551
Implied Volatility (Mean)	0.4332
Put-Call Implied Volatility Ratio	1.1065
Implied Volatility Skew	0.1112
Option Statistics
Put-Call Ratio (Volume)	0.4000
Put-Call Ratio (Open Interest)	0.3571
Forward Price	34.81
Call Breakeven Price	36.40
Put Breakeven Price	29.75
Option Breakeven Price	34.65