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.

Newegg Commerce, Inc. (NEGG) had 30-Day Historical Volatility (Parkinson) of 1.0026 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9231
Historical Volatility (Parkinson)	1.0026
Implied Volatility (Calls)	1.9957
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0017
Put-Call Ratio (Open Interest)	0.0461
Forward Price	1.20
Call Breakeven Price	1.86
Put Breakeven Price	0.86
Option Breakeven Price	1.81