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.

Lucid Group, Inc. (LCID) had 10-Day Historical Volatility (Parkinson) of 0.6593 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4986
Historical Volatility (Parkinson)	0.6593
Implied Volatility (Calls)	1.2269
Implied Volatility (Puts)	1.4439
Implied Volatility (Mean)	1.3354
Put-Call Implied Volatility Ratio	1.1768
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3478
Put-Call Ratio (Open Interest)	0.6292
Forward Price	2.75
Call Breakeven Price	3.88
Put Breakeven Price	2.32
Option Breakeven Price	3.25