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.

CarMax, Inc. (KMX) had 10-Day Historical Volatility (Parkinson) of 0.3175 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)	0.3235
Historical Volatility (Parkinson)	0.3175
Implied Volatility (Calls)	0.4018
Implied Volatility (Puts)	0.4026
Implied Volatility (Mean)	0.4022
Put-Call Implied Volatility Ratio	1.0021
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7180
Put-Call Ratio (Open Interest)	2.1699
Forward Price	73.10
Call Breakeven Price	80.97
Put Breakeven Price	66.52
Option Breakeven Price	71.14