Historical Volatility (Parkinson) (150-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.

National Grid Transco, PLC (NGG) had 150-Day Historical Volatility (Parkinson) of 0.1138 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1702
Historical Volatility (Parkinson)	0.1138
Implied Volatility (Calls)	0.1017
Implied Volatility (Puts)	0.2537
Implied Volatility (Mean)	0.1777
Put-Call Implied Volatility Ratio	2.4942
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0989
Put-Call Ratio (Open Interest)	0.7087
Forward Price	65.94
Call Breakeven Price	72.53
Put Breakeven Price	58.42
Option Breakeven Price	66.68