Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.1611 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1924
Historical Volatility (Parkinson)	0.1611
Implied Volatility (Calls)	0.2342
Implied Volatility (Puts)	0.2517
Implied Volatility (Mean)	0.2429
Put-Call Implied Volatility Ratio	1.0747
Implied Volatility Skew	0.0189
Option Statistics
Put-Call Ratio (Volume)	1.5110
Put-Call Ratio (Open Interest)	1.6786
Forward Price	402.07
Call Breakeven Price	458.70
Put Breakeven Price	327.26
Option Breakeven Price	377.44