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.

TrueShares Technology, AI and Deep Learning ETF (LRNZ) had 30-Day Historical Volatility (Parkinson) of 0.1416 for 2025-05-30.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2347
Historical Volatility (Parkinson)	0.1416
Implied Volatility (Calls)	0.3400
Implied Volatility (Puts)	0.3726
Implied Volatility (Mean)	0.3563
Put-Call Implied Volatility Ratio	1.0961
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--