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.

Eli Lilly and Company (LLY) had 30-Day Historical Volatility (Parkinson) of 0.2600 for 2022-12-07.

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

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2348
Historical Volatility (Parkinson)	0.2600
Implied Volatility (Calls)	0.2754
Implied Volatility (Puts)	0.2691
Implied Volatility (Mean)	0.2722
Put-Call Implied Volatility Ratio	0.9771
Implied Volatility Skew	0.0652
Option Statistics
Put-Call Ratio (Volume)	0.1277
Put-Call Ratio (Open Interest)	0.6058
Forward Price	376.06
Call Breakeven Price	419.59
Put Breakeven Price	343.15
Option Breakeven Price	404.53

Data from Quantcha