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.

Coca Cola Femsa S.A.B. de C.V. (KOF) had 120-Day Historical Volatility (Parkinson) of 0.2321 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2390
Historical Volatility (Parkinson)	0.2321
Implied Volatility (Calls)	0.2047
Implied Volatility (Puts)	0.2509
Implied Volatility (Mean)	0.2278
Put-Call Implied Volatility Ratio	1.2255
Implied Volatility Skew	-0.0072
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1328
Forward Price	95.22
Call Breakeven Price	109.91
Put Breakeven Price	83.49
Option Breakeven Price	106.79