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.

Applied Finance IVS US SMID ETF (IVSS) had 90-Day Historical Volatility (Parkinson) of 0.1277 for 2026-05-22.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1651
Historical Volatility (Parkinson)	0.1277
Implied Volatility (Calls)	--
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)	--