Historical Volatility (Parkinson) (10-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.

Microsoft Corporation (MSFT) had 10-Day Historical Volatility (Parkinson) of 0.2064 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3123
Historical Volatility (Parkinson)	0.2064
Implied Volatility (Calls)	0.2738
Implied Volatility (Puts)	0.2690
Implied Volatility (Mean)	0.2714
Put-Call Implied Volatility Ratio	0.9825
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4877
Put-Call Ratio (Open Interest)	0.7663
Forward Price	390.02
Call Breakeven Price	418.30
Put Breakeven Price	363.40
Option Breakeven Price	394.48