Historical Volatility (Parkinson) (10-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.

iShares Russell 2000 ETF (IWM) had 10-Day Historical Volatility (Parkinson) of 0.0946 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)	0.1316
Historical Volatility (Parkinson)	0.0946
Implied Volatility (Calls)	0.1385
Implied Volatility (Puts)	0.1434
Implied Volatility (Mean)	0.1410
Put-Call Implied Volatility Ratio	1.0352
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2630
Put-Call Ratio (Open Interest)	0.8118
Forward Price	208.29
Call Breakeven Price	214.78
Put Breakeven Price	199.24
Option Breakeven Price	207.50