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.

Insteel Industries, Inc. (IIIN) had 90-Day Historical Volatility (Parkinson) of 0.2867 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3634
Historical Volatility (Parkinson)	0.2867
Implied Volatility (Calls)	0.3476
Implied Volatility (Puts)	0.3529
Implied Volatility (Mean)	0.3502
Put-Call Implied Volatility Ratio	1.0152
Implied Volatility Skew	0.0405
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1289
Forward Price	33.97
Call Breakeven Price	48.98
Put Breakeven Price	29.21
Option Breakeven Price	46.97