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 0.1082 for 2024-07-26.

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

Figures for 2024-07-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1992
Historical Volatility (Parkinson)	0.1082
Implied Volatility (Calls)	0.1855
Implied Volatility (Puts)	0.1968
Implied Volatility (Mean)	0.1912
Put-Call Implied Volatility Ratio	1.0613
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6193
Forward Price	63.82
Call Breakeven Price	65.29
Put Breakeven Price	56.57
Option Breakeven Price	62.05