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.

Levi Strauss & Co. (LEVI) had 120-Day Historical Volatility (Parkinson) of 0.2977 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3692
Historical Volatility (Parkinson)	0.2977
Implied Volatility (Calls)	0.3549
Implied Volatility (Puts)	0.3584
Implied Volatility (Mean)	0.3566
Put-Call Implied Volatility Ratio	1.0099
Implied Volatility Skew	-0.0116
Option Statistics
Put-Call Ratio (Volume)	0.3077
Put-Call Ratio (Open Interest)	0.8962
Forward Price	22.58
Call Breakeven Price	25.14
Put Breakeven Price	18.13
Option Breakeven Price	22.01