Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.2938 for 2023-02-07.

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

Figures for 2023-02-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2242
Historical Volatility (Parkinson)	0.2938
Implied Volatility (Calls)	0.4739
Implied Volatility (Puts)	0.4867
Implied Volatility (Mean)	0.4803
Put-Call Implied Volatility Ratio	1.0269
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	19.04
Call Breakeven Price	20.18
Put Breakeven Price	--
Option Breakeven Price	20.18