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.

Madrigal Pharmaceuticals, Inc. (MDGL) had 150-Day Historical Volatility (Parkinson) of 0.6260 for 2024-05-13.

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

Figures for 2024-05-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6937
Historical Volatility (Parkinson)	0.6260
Implied Volatility (Calls)	0.5335
Implied Volatility (Puts)	0.5484
Implied Volatility (Mean)	0.5409
Put-Call Implied Volatility Ratio	1.0280
Implied Volatility Skew	0.0073
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7432
Forward Price	215.16
Call Breakeven Price	259.84
Put Breakeven Price	170.70
Option Breakeven Price	222.14