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.

The CocaCola Company (KO) had 10-Day Historical Volatility (Parkinson) of 0.1756 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0887
Historical Volatility (Parkinson)	0.1756
Implied Volatility (Calls)	0.1259
Implied Volatility (Puts)	0.1234
Implied Volatility (Mean)	0.1247
Put-Call Implied Volatility Ratio	0.9798
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.8198
Put-Call Ratio (Open Interest)	0.5477
Forward Price	62.03
Call Breakeven Price	63.00
Put Breakeven Price	58.67
Option Breakeven Price	61.45