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.

PCB Bancorp (PCB) had 10-Day Historical Volatility (Parkinson) of 0.2417 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1396
Historical Volatility (Parkinson)	0.2417
Implied Volatility (Calls)	0.6885
Implied Volatility (Puts)	0.4182
Implied Volatility (Mean)	0.5533
Put-Call Implied Volatility Ratio	0.6074
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	16.02
Call Breakeven Price	--
Put Breakeven Price	14.72
Option Breakeven Price	14.72