Historical Volatility (Parkinson) (120-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 (NVW) 120-Day Historical Volatility (Parkinson) data is not available for 2025-05-21.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2025-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.3328
Implied Volatility (Puts)	0.7360
Implied Volatility (Mean)	0.5344
Put-Call Implied Volatility Ratio	2.2117
Implied Volatility Skew	-0.0917
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--