Historical Volatility (Parkinson) (10-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.

Northrop Grumman Corporation (NOC) had 10-Day Historical Volatility (Parkinson) of 0.1229 for 2021-04-16.

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

Figures for 2021-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0923
Historical Volatility (Parkinson)	0.1229
Implied Volatility (Calls)	0.1865
Implied Volatility (Puts)	0.1938
Implied Volatility (Mean)	0.1901
Put-Call Implied Volatility Ratio	1.0391
Implied Volatility Skew	0.0700
Option Statistics
Put-Call Ratio (Volume)	2.6387
Put-Call Ratio (Open Interest)	1.0638
Forward Price	350.20
Call Breakeven Price	348.52
Put Breakeven Price	331.89
Option Breakeven Price	343.42

Data from Quantcha