Historical Volatility (Parkinson) (30-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.

ITT Inc. (ITT) had 30-Day Historical Volatility (Parkinson) of 0.3167 for 2026-04-06.

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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3347
Historical Volatility (Parkinson)	0.3167
Implied Volatility (Calls)	0.3578
Implied Volatility (Puts)	0.3555
Implied Volatility (Mean)	0.3566
Put-Call Implied Volatility Ratio	0.9936
Implied Volatility Skew	0.0885
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7616