Historical Volatility (Parkinson) (120-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 International Low Volatility High Dividend Index ETF (LVHI) had 120-Day Historical Volatility (Parkinson) of 0.0645 for 2026-01-21.

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Figures for 2026-01-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0826
Historical Volatility (Parkinson)	0.0645
Implied Volatility (Calls)	0.2593
Implied Volatility (Puts)	0.2921
Implied Volatility (Mean)	0.2757
Put-Call Implied Volatility Ratio	1.1264
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--