Historical Volatility (Parkinson) (60-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.

Illumina, Inc. (ILMN) had 60-Day Historical Volatility (Parkinson) of 0.3606 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3503
Historical Volatility (Parkinson)	0.3606
Implied Volatility (Calls)	0.5280
Implied Volatility (Puts)	0.5225
Implied Volatility (Mean)	0.5253
Put-Call Implied Volatility Ratio	0.9895
Implied Volatility Skew	0.0440
Option Statistics
Put-Call Ratio (Volume)	34.1736
Put-Call Ratio (Open Interest)	0.7323
Forward Price	122.23
Call Breakeven Price	160.23
Put Breakeven Price	105.86
Option Breakeven Price	137.24