Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.1746 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)	0.2199
Historical Volatility (Parkinson)	0.1746
Implied Volatility (Calls)	0.2178
Implied Volatility (Puts)	0.2333
Implied Volatility (Mean)	0.2255
Put-Call Implied Volatility Ratio	1.0711
Implied Volatility Skew	0.0113
Option Statistics
Put-Call Ratio (Volume)	0.5058
Put-Call Ratio (Open Interest)	0.9270
Forward Price	397.67
Call Breakeven Price	439.28
Put Breakeven Price	309.31
Option Breakeven Price	376.08