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.

Novo Nordisk A/S (NVO) had 10-Day Historical Volatility (Parkinson) of 0.1972 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3292
Historical Volatility (Parkinson)	0.1972
Implied Volatility (Calls)	0.3200
Implied Volatility (Puts)	0.3210
Implied Volatility (Mean)	0.3205
Put-Call Implied Volatility Ratio	1.0029
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3259
Put-Call Ratio (Open Interest)	0.9162
Forward Price	124.19
Call Breakeven Price	134.83
Put Breakeven Price	116.85
Option Breakeven Price	126.29