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.

Itau Unibanco Holding S.A. (ITUB) had 60-Day Historical Volatility (Parkinson) of 0.2029 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)	0.2921
Historical Volatility (Parkinson)	0.2029
Implied Volatility (Calls)	--
Implied Volatility (Puts)	2.0674
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.6530
Forward Price	6.46
Call Breakeven Price	6.95
Put Breakeven Price	6.06
Option Breakeven Price	6.39