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.

Microsoft Corporation (MSFT) had 30-Day Historical Volatility (Parkinson) of 0.1480 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1581
Historical Volatility (Parkinson)	0.1480
Implied Volatility (Calls)	0.2993
Implied Volatility (Puts)	0.3128
Implied Volatility (Mean)	0.3060
Put-Call Implied Volatility Ratio	1.0449
Implied Volatility Skew	0.0411
Option Statistics
Put-Call Ratio (Volume)	0.6894
Put-Call Ratio (Open Interest)	0.6227
Forward Price	405.49
Call Breakeven Price	436.33
Put Breakeven Price	362.30
Option Breakeven Price	407.99