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.

Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) had 90-Day Historical Volatility (Parkinson) of 0.0455 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0547
Historical Volatility (Parkinson)	0.0455
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.1391
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.5000
Put-Call Ratio (Open Interest)	0.3731