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.

Newmont Corporation (NEM) had 30-Day Historical Volatility (Parkinson) of 0.3741 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4865
Historical Volatility (Parkinson)	0.3741
Implied Volatility (Calls)	0.3540
Implied Volatility (Puts)	0.4002
Implied Volatility (Mean)	0.3771
Put-Call Implied Volatility Ratio	1.1305
Implied Volatility Skew	0.1453
Option Statistics
Put-Call Ratio (Volume)	0.4133
Put-Call Ratio (Open Interest)	0.6551
Forward Price	43.38
Call Breakeven Price	44.90
Put Breakeven Price	35.35
Option Breakeven Price	41.37