Historical Volatility (Parkinson) (10-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.

ING Group, N.V. (ING) had 10-Day Historical Volatility (Parkinson) of 0.0726 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1414
Historical Volatility (Parkinson)	0.0726
Implied Volatility (Calls)	0.3810
Implied Volatility (Puts)	0.8769
Implied Volatility (Mean)	0.6290
Put-Call Implied Volatility Ratio	2.3015
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.8286
Put-Call Ratio (Open Interest)	1.0740
Forward Price	17.48
Call Breakeven Price	17.87
Put Breakeven Price	15.64
Option Breakeven Price	16.76