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.

ING Group, N.V. (ING) had 90-Day Historical Volatility (Parkinson) of 0.1120 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)	0.2321
Historical Volatility (Parkinson)	0.1120
Implied Volatility (Calls)	0.2308
Implied Volatility (Puts)	0.2549
Implied Volatility (Mean)	0.2429
Put-Call Implied Volatility Ratio	1.1041
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	15.5881
Put-Call Ratio (Open Interest)	0.4043
Forward Price	17.73
Call Breakeven Price	18.49
Put Breakeven Price	14.75
Option Breakeven Price	17.47