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.

Realty Income Corporation (O) had 60-Day Historical Volatility (Parkinson) of 0.1410 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1732
Historical Volatility (Parkinson)	0.1410
Implied Volatility (Calls)	0.1156
Implied Volatility (Puts)	0.1705
Implied Volatility (Mean)	0.1431
Put-Call Implied Volatility Ratio	1.4755
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	8.7188
Put-Call Ratio (Open Interest)	0.4655
Forward Price	55.20
Call Breakeven Price	58.61
Put Breakeven Price	50.08
Option Breakeven Price	55.90