Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.0898 for 2025-05-30.

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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1145
Historical Volatility (Parkinson)	0.0898
Implied Volatility (Calls)	0.1568
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.0000
Put-Call Ratio (Open Interest)	0.7476