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.

NorthWestern Corporation (NWE) had 10-Day Historical Volatility (Parkinson) of 0.1945 for 2025-12-02.

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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 2025-12-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2254
Historical Volatility (Parkinson)	0.1945
Implied Volatility (Calls)	0.2836
Implied Volatility (Puts)	0.1947
Implied Volatility (Mean)	0.2392
Put-Call Implied Volatility Ratio	0.6866
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6814