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.

SPDR S&P MidCap 400 ETF (MDY) had 120-Day Historical Volatility (Parkinson) of 0.1316 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1510
Historical Volatility (Parkinson)	0.1316
Implied Volatility (Calls)	0.1849
Implied Volatility (Puts)	0.1865
Implied Volatility (Mean)	0.1857
Put-Call Implied Volatility Ratio	1.0087
Implied Volatility Skew	0.0542
Option Statistics
Put-Call Ratio (Volume)	0.1959
Put-Call Ratio (Open Interest)	0.5229