Historical Volatility (Parkinson) (30-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.

3M Company (MMM) had 30-Day Historical Volatility (Parkinson) of 0.2471 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)	0.2551
Historical Volatility (Parkinson)	0.2471
Implied Volatility (Calls)	0.3052
Implied Volatility (Puts)	0.3255
Implied Volatility (Mean)	0.3154
Put-Call Implied Volatility Ratio	1.0665
Implied Volatility Skew	0.0728
Option Statistics
Put-Call Ratio (Volume)	0.1558
Put-Call Ratio (Open Interest)	0.9135
Forward Price	91.60
Call Breakeven Price	99.65
Put Breakeven Price	83.77
Option Breakeven Price	92.07