Historical Volatility (Parkinson) (120-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 BuyWrite ETF (IWMW) had 120-Day Historical Volatility (Parkinson) of 0.0795 for 2026-09-03.

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Figures for 2026-09-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1077
Historical Volatility (Parkinson)	0.0795
Implied Volatility (Calls)	0.2376
Implied Volatility (Puts)	0.1462
Implied Volatility (Mean)	0.1919
Put-Call Implied Volatility Ratio	0.6152
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--