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.

National Grid Transco, PLC (NGG) had 30-Day Historical Volatility (Parkinson) of 0.1290 for 2023-01-31.

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

Figures for 2023-01-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1984
Historical Volatility (Parkinson)	0.1290
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2347
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2679
Put-Call Ratio (Open Interest)	1.1801
Forward Price	64.15
Call Breakeven Price	66.42
Put Breakeven Price	56.48
Option Breakeven Price	61.15