Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.1994 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3057
Historical Volatility (Parkinson)	0.1994
Implied Volatility (Calls)	0.1996
Implied Volatility (Puts)	0.2019
Implied Volatility (Mean)	0.2008
Put-Call Implied Volatility Ratio	1.0116
Implied Volatility Skew	-0.0174
Option Statistics
Put-Call Ratio (Volume)	2.5769
Put-Call Ratio (Open Interest)	0.8179
Forward Price	75.33
Call Breakeven Price	78.68
Put Breakeven Price	64.96
Option Breakeven Price	72.51