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.

Legend Biotech Corporation Sponsored ADR (LEGN) had 30-Day Historical Volatility (Parkinson) of 0.4030 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)	0.3711
Historical Volatility (Parkinson)	0.4030
Implied Volatility (Calls)	0.5681
Implied Volatility (Puts)	0.5076
Implied Volatility (Mean)	0.5379
Put-Call Implied Volatility Ratio	0.8935
Implied Volatility Skew	-0.0066
Option Statistics
Put-Call Ratio (Volume)	15.3020
Put-Call Ratio (Open Interest)	0.2041
Forward Price	46.37
Call Breakeven Price	67.04
Put Breakeven Price	43.22
Option Breakeven Price	63.03