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.

nLight (LASR) had 30-Day Historical Volatility (Parkinson) of 0.6481 for 2026-09-04.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1699
Historical Volatility (Parkinson)	0.6481
Implied Volatility (Calls)	0.7617
Implied Volatility (Puts)	0.6605
Implied Volatility (Mean)	0.7111
Put-Call Implied Volatility Ratio	0.8671
Implied Volatility Skew	-0.0367
Option Statistics
Put-Call Ratio (Volume)	0.6075
Put-Call Ratio (Open Interest)	1.2745