Historical Volatility (Parkinson) (20-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.

Ituran Location and Control Ltd. (ITRN) had 20-Day Historical Volatility (Parkinson) of 0.1885 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1424
Historical Volatility (Parkinson)	0.1885
Implied Volatility (Calls)	0.6236
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.1902
Forward Price	26.51
Call Breakeven Price	29.93
Put Breakeven Price	24.29
Option Breakeven Price	27.26