Historical Volatility (Parkinson) (10-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.

Newmont Corporation (NEM) had 10-Day Historical Volatility (Parkinson) of 0.4176 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7438
Historical Volatility (Parkinson)	0.4176
Implied Volatility (Calls)	0.3251
Implied Volatility (Puts)	0.3217
Implied Volatility (Mean)	0.3234
Put-Call Implied Volatility Ratio	0.9897
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5071
Put-Call Ratio (Open Interest)	0.5366
Forward Price	41.12
Call Breakeven Price	44.03
Put Breakeven Price	37.41
Option Breakeven Price	41.75