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.

McCormick & Company, Incorporated (MKC) had 180-Day Historical Volatility (Parkinson) of 0.2274 for 2023-02-07.

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

Figures for 2023-02-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2670
Historical Volatility (Parkinson)	0.2274
Implied Volatility (Calls)	0.2163
Implied Volatility (Puts)	0.2481
Implied Volatility (Mean)	0.2322
Put-Call Implied Volatility Ratio	1.1470
Implied Volatility Skew	0.0287
Option Statistics
Put-Call Ratio (Volume)	3.4380
Put-Call Ratio (Open Interest)	1.9493
Forward Price	75.72
Call Breakeven Price	86.40
Put Breakeven Price	64.18
Option Breakeven Price	71.75