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.

McCormick & Company, Incorporated (MKC) had 150-Day Historical Volatility (Parkinson) of 0.2051 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2622
Historical Volatility (Parkinson)	0.2051
Implied Volatility (Calls)	0.2224
Implied Volatility (Puts)	0.2501
Implied Volatility (Mean)	0.2362
Put-Call Implied Volatility Ratio	1.1246
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6440
Forward Price	76.71
Call Breakeven Price	82.59
Put Breakeven Price	62.88
Option Breakeven Price	74.87