Historical Volatility (Parkinson) (20-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.

Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) had 20-Day Historical Volatility (Parkinson) of 0.0955 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1011
Historical Volatility (Parkinson)	0.0955
Implied Volatility (Calls)	0.1965
Implied Volatility (Puts)	0.2154
Implied Volatility (Mean)	0.2059
Put-Call Implied Volatility Ratio	1.0964
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--