Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.2068 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)	0.2531
Historical Volatility (Parkinson)	0.2068
Implied Volatility (Calls)	0.2309
Implied Volatility (Puts)	0.2579
Implied Volatility (Mean)	0.2444
Put-Call Implied Volatility Ratio	1.1169
Implied Volatility Skew	-0.0154
Option Statistics
Put-Call Ratio (Volume)	0.4219
Put-Call Ratio (Open Interest)	0.6980
Forward Price	395.30
Call Breakeven Price	427.53
Put Breakeven Price	362.89
Option Breakeven Price	400.98