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.

PagerDuty (PD) had 10-Day Historical Volatility (Parkinson) of 0.5598 for 2026-03-09.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

10-Day 20-Day 30-Day 60-Day
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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2703
Historical Volatility (Parkinson)	0.5598
Implied Volatility (Calls)	1.1083
Implied Volatility (Puts)	0.9833
Implied Volatility (Mean)	1.0458
Put-Call Implied Volatility Ratio	0.8872
Implied Volatility Skew	0.0167
Option Statistics
Put-Call Ratio (Volume)	0.1818
Put-Call Ratio (Open Interest)	1.4273