Historical Volatility (Parkinson) (180-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.

Macy's, Inc. (M) had 180-Day Historical Volatility (Parkinson) of 0.3873 for 2026-03-25.

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

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Figures for 2026-03-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4143
Historical Volatility (Parkinson)	0.3873
Implied Volatility (Calls)	0.5184
Implied Volatility (Puts)	0.5119
Implied Volatility (Mean)	0.5152
Put-Call Implied Volatility Ratio	0.9876
Implied Volatility Skew	0.0201
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1602