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 0.1459 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2611
Historical Volatility (Parkinson)	0.1459
Implied Volatility (Calls)	0.3152
Implied Volatility (Puts)	0.3702
Implied Volatility (Mean)	0.3427
Put-Call Implied Volatility Ratio	1.1745
Implied Volatility Skew	0.1586
Option Statistics
Put-Call Ratio (Volume)	1.1571
Put-Call Ratio (Open Interest)	1.7086
Forward Price	57.64
Call Breakeven Price	60.61
Put Breakeven Price	53.10
Option Breakeven Price	54.04

Data from Quantcha