Historical Volatility (Parkinson) (180-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.

Manulife Financial Corp (MFC) had 180-Day Historical Volatility (Parkinson) of 0.1610 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2187
Historical Volatility (Parkinson)	0.1610
Implied Volatility (Calls)	0.1493
Implied Volatility (Puts)	0.2771
Implied Volatility (Mean)	0.2132
Put-Call Implied Volatility Ratio	1.8557
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3352
Put-Call Ratio (Open Interest)	0.2476
Forward Price	26.21
Call Breakeven Price	27.56
Put Breakeven Price	22.27
Option Breakeven Price	26.64