Historical Volatility (Parkinson) (150-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.

New York Community Bancorp, Inc. (NYCB) had 150-Day Historical Volatility (Parkinson) of 1.2075 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	1.2582
Historical Volatility (Parkinson)	1.2075
Implied Volatility (Calls)	0.7024
Implied Volatility (Puts)	0.7582
Implied Volatility (Mean)	0.7303
Put-Call Implied Volatility Ratio	1.0795
Implied Volatility Skew	-0.1073
Option Statistics
Put-Call Ratio (Volume)	1.2579
Put-Call Ratio (Open Interest)	0.6115
Forward Price	2.99
Call Breakeven Price	5.50
Put Breakeven Price	2.15
Option Breakeven Price	4.23