Historical Volatility (Parkinson) (30-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.

KeyCorp (KEY) had 30-Day Historical Volatility (Parkinson) of 0.2778 for 2024-05-07.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2565
Historical Volatility (Parkinson)	0.2778
Implied Volatility (Calls)	0.2747
Implied Volatility (Puts)	0.3608
Implied Volatility (Mean)	0.3177
Put-Call Implied Volatility Ratio	1.3134
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6527
Put-Call Ratio (Open Interest)	0.6189
Forward Price	14.85
Call Breakeven Price	16.09
Put Breakeven Price	13.77
Option Breakeven Price	15.23