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.

Merus N.V. (MRUS) had 30-Day Historical Volatility (Parkinson) of 0.7624 for 2025-05-30.

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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	1.2466
Historical Volatility (Parkinson)	0.7624
Implied Volatility (Calls)	0.5608
Implied Volatility (Puts)	0.5333
Implied Volatility (Mean)	0.5471
Put-Call Implied Volatility Ratio	0.9510
Implied Volatility Skew	0.0056
Option Statistics
Put-Call Ratio (Volume)	0.3487
Put-Call Ratio (Open Interest)	1.0733