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.

Live Oak Bancshares, Inc. (LOB) had 10-Day Historical Volatility (Parkinson) of 0.3191 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4534
Historical Volatility (Parkinson)	0.3191
Implied Volatility (Calls)	0.5037
Implied Volatility (Puts)	0.3064
Implied Volatility (Mean)	0.4051
Put-Call Implied Volatility Ratio	0.6083
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4250
Forward Price	35.20
Call Breakeven Price	41.50
Put Breakeven Price	30.44
Option Breakeven Price	38.21