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.

Onto Innovation Inc. (ONTO) had 120-Day Historical Volatility (Parkinson) of 0.4032 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)	0.4864
Historical Volatility (Parkinson)	0.4032
Implied Volatility (Calls)	0.4165
Implied Volatility (Puts)	0.4218
Implied Volatility (Mean)	0.4191
Put-Call Implied Volatility Ratio	1.0128
Implied Volatility Skew	0.0075
Option Statistics
Put-Call Ratio (Volume)	1.1429
Put-Call Ratio (Open Interest)	0.5949
Forward Price	227.67
Call Breakeven Price	260.91
Put Breakeven Price	153.55
Option Breakeven Price	220.86