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.

Mondelez International, Inc. (MDLZ) had 120-Day Historical Volatility (Parkinson) of 0.1452 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1559
Historical Volatility (Parkinson)	0.1452
Implied Volatility (Calls)	0.1891
Implied Volatility (Puts)	0.2096
Implied Volatility (Mean)	0.1994
Put-Call Implied Volatility Ratio	1.1086
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.5814
Put-Call Ratio (Open Interest)	2.3527
Forward Price	67.34
Call Breakeven Price	76.51
Put Breakeven Price	61.42
Option Breakeven Price	66.12