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.

Direxion Daily Gold Miners Index Bull 2X Shares (NUGT) had 30-Day Historical Volatility (Parkinson) of 0.4487 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6353
Historical Volatility (Parkinson)	0.4487
Implied Volatility (Calls)	0.4099
Implied Volatility (Puts)	0.6708
Implied Volatility (Mean)	0.5403
Put-Call Implied Volatility Ratio	1.6367
Implied Volatility Skew	-0.0560
Option Statistics
Put-Call Ratio (Volume)	1.3823
Put-Call Ratio (Open Interest)	0.1591
Forward Price	41.64
Call Breakeven Price	45.81
Put Breakeven Price	34.84
Option Breakeven Price	44.32