Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.1264 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2158
Historical Volatility (Parkinson)	0.1264
Implied Volatility (Calls)	0.2401
Implied Volatility (Puts)	0.2310
Implied Volatility (Mean)	0.2356
Put-Call Implied Volatility Ratio	0.9618
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.0588
Put-Call Ratio (Open Interest)	1.5548
Forward Price	66.14
Call Breakeven Price	69.18
Put Breakeven Price	62.97
Option Breakeven Price	65.40