Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.1634 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)	0.2109
Historical Volatility (Parkinson)	0.1634
Implied Volatility (Calls)	0.2266
Implied Volatility (Puts)	0.2382
Implied Volatility (Mean)	0.2324
Put-Call Implied Volatility Ratio	1.0510
Implied Volatility Skew	0.0122
Option Statistics
Put-Call Ratio (Volume)	0.4198
Put-Call Ratio (Open Interest)	0.5648
Forward Price	399.45
Call Breakeven Price	446.28
Put Breakeven Price	356.64
Option Breakeven Price	414.39