Historical Volatility (Parkinson) (120-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.

Merck & Co., Inc. (MRK) had 120-Day Historical Volatility (Parkinson) of 0.1500 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1632
Historical Volatility (Parkinson)	0.1500
Implied Volatility (Calls)	0.1611
Implied Volatility (Puts)	0.2053
Implied Volatility (Mean)	0.1832
Put-Call Implied Volatility Ratio	1.2742
Implied Volatility Skew	-0.0012
Option Statistics
Put-Call Ratio (Volume)	0.7615
Put-Call Ratio (Open Interest)	0.5437
Forward Price	129.29
Call Breakeven Price	136.25
Put Breakeven Price	114.29
Option Breakeven Price	128.57