Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 1.6076 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	1.2560
Historical Volatility (Parkinson)	1.6076
Implied Volatility (Calls)	0.7148
Implied Volatility (Puts)	0.6743
Implied Volatility (Mean)	0.6946
Put-Call Implied Volatility Ratio	0.9433
Implied Volatility Skew	0.0606
Option Statistics
Put-Call Ratio (Volume)	5.8348
Put-Call Ratio (Open Interest)	0.2599
Forward Price	3.12
Call Breakeven Price	3.94
Put Breakeven Price	2.83
Option Breakeven Price	3.64