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.

Insteel Industries, Inc. (IIIN) had 30-Day Historical Volatility (Parkinson) of 0.2517 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3091
Historical Volatility (Parkinson)	0.2517
Implied Volatility (Calls)	0.5060
Implied Volatility (Puts)	0.4749
Implied Volatility (Mean)	0.4905
Put-Call Implied Volatility Ratio	0.9385
Implied Volatility Skew	0.0703
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3846
Forward Price	33.20
Call Breakeven Price	36.02
Put Breakeven Price	29.38
Option Breakeven Price	34.18