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.

NIO Inc. (NIO) had 30-Day Historical Volatility (Parkinson) of 0.7669 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1239
Historical Volatility (Parkinson)	0.7669
Implied Volatility (Calls)	0.8185
Implied Volatility (Puts)	0.8203
Implied Volatility (Mean)	0.8194
Put-Call Implied Volatility Ratio	1.0022
Implied Volatility Skew	0.0390
Option Statistics
Put-Call Ratio (Volume)	0.4919
Put-Call Ratio (Open Interest)	0.6689
Forward Price	10.27
Call Breakeven Price	13.63
Put Breakeven Price	8.48
Option Breakeven Price	11.58

Data from Quantcha