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.

Pfizer Inc. (PFE) had 60-Day Historical Volatility (Parkinson) of 0.1793 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2163
Historical Volatility (Parkinson)	0.1793
Implied Volatility (Calls)	0.2251
Implied Volatility (Puts)	0.3198
Implied Volatility (Mean)	0.2725
Put-Call Implied Volatility Ratio	1.4207
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7051
Put-Call Ratio (Open Interest)	0.9772
Forward Price	25.23
Call Breakeven Price	34.56
Put Breakeven Price	23.79
Option Breakeven Price	29.37