Historical Volatility (Parkinson) (180-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 180-Day Historical Volatility (Parkinson) of 0.2886 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3909
Historical Volatility (Parkinson)	0.2886
Implied Volatility (Calls)	0.3125
Implied Volatility (Puts)	0.3607
Implied Volatility (Mean)	0.3366
Put-Call Implied Volatility Ratio	1.1543
Implied Volatility Skew	-0.0260
Option Statistics
Put-Call Ratio (Volume)	0.2596
Put-Call Ratio (Open Interest)	0.5642
Forward Price	41.93
Call Breakeven Price	46.69
Put Breakeven Price	34.02
Option Breakeven Price	42.43