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.

Virtus InfraCap U.S. Preferred Stock ETF (PFFA) had 20-Day Historical Volatility (Parkinson) of 0.0594 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0862
Historical Volatility (Parkinson)	0.0594
Implied Volatility (Calls)	0.0705
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	6.0000
Put-Call Ratio (Open Interest)	1.8500