Historical Volatility (Parkinson) (20-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.

Roundhill NVDA WeeklyPay ETF (NVDW) had 20-Day Historical Volatility (Parkinson) of 0.2426 for 2026-10-19.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3080
Historical Volatility (Parkinson)	0.2426
Implied Volatility (Calls)	0.0408
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1316
Put-Call Ratio (Open Interest)	0.2357