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.

Premier Financial Corp. (PFC) had 20-Day Historical Volatility (Parkinson) of 0.2235 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)	0.2413
Historical Volatility (Parkinson)	0.2235
Implied Volatility (Calls)	1.2620
Implied Volatility (Puts)	1.0906
Implied Volatility (Mean)	1.1763
Put-Call Implied Volatility Ratio	0.8642
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0742
Forward Price	21.55
Call Breakeven Price	23.39
Put Breakeven Price	17.75
Option Breakeven Price	20.29