Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.5212 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6284
Historical Volatility (Parkinson)	0.5212
Implied Volatility (Calls)	0.7844
Implied Volatility (Puts)	0.7802
Implied Volatility (Mean)	0.7823
Put-Call Implied Volatility Ratio	0.9946
Implied Volatility Skew	0.0332
Option Statistics
Put-Call Ratio (Volume)	3.5705
Put-Call Ratio (Open Interest)	1.0311
Forward Price	4.07
Call Breakeven Price	6.43
Put Breakeven Price	3.26
Option Breakeven Price	4.82