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.

LTC Properties, Inc. (LTC) had 30-Day Historical Volatility (Parkinson) of 0.1661 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)	0.2092
Historical Volatility (Parkinson)	0.1661
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.4635
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1071
Put-Call Ratio (Open Interest)	0.2671
Forward Price	33.08
Call Breakeven Price	35.37
Put Breakeven Price	29.44
Option Breakeven Price	34.13