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.

Mastercard Incorporated (MA) had 120-Day Historical Volatility (Parkinson) of 0.1359 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1554
Historical Volatility (Parkinson)	0.1359
Implied Volatility (Calls)	0.1738
Implied Volatility (Puts)	0.1815
Implied Volatility (Mean)	0.1776
Put-Call Implied Volatility Ratio	1.0443
Implied Volatility Skew	0.0203
Option Statistics
Put-Call Ratio (Volume)	0.9976
Put-Call Ratio (Open Interest)	1.4408
Forward Price	466.19
Call Breakeven Price	502.66
Put Breakeven Price	385.67
Option Breakeven Price	433.60