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.

Moody's Corporation (MCO) had 20-Day Historical Volatility (Parkinson) of 0.1388 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1762
Historical Volatility (Parkinson)	0.1388
Implied Volatility (Calls)	0.1860
Implied Volatility (Puts)	0.1843
Implied Volatility (Mean)	0.1852
Put-Call Implied Volatility Ratio	0.9911
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	0.7066
Forward Price	411.88
Call Breakeven Price	422.82
Put Breakeven Price	375.84
Option Breakeven Price	403.18