Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.2780 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)	0.3064
Historical Volatility (Parkinson)	0.2780
Implied Volatility (Calls)	0.5946
Implied Volatility (Puts)	0.6345
Implied Volatility (Mean)	0.6146
Put-Call Implied Volatility Ratio	1.0670
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6667
Forward Price	21.33
Call Breakeven Price	23.18
Put Breakeven Price	20.26
Option Breakeven Price	22.01