Historical Volatility (Parkinson) (150-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.

Lamb Weston (LW) had 150-Day Historical Volatility (Parkinson) of 0.2554 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)	0.4064
Historical Volatility (Parkinson)	0.2554
Implied Volatility (Calls)	0.3151
Implied Volatility (Puts)	0.3459
Implied Volatility (Mean)	0.3305
Put-Call Implied Volatility Ratio	1.0980
Implied Volatility Skew	0.0574
Option Statistics
Put-Call Ratio (Volume)	0.7043
Put-Call Ratio (Open Interest)	0.6560
Forward Price	89.52
Call Breakeven Price	99.79
Put Breakeven Price	74.59
Option Breakeven Price	89.78