Historical Volatility (Parkinson) (180-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.

Koninklijke Philips N.V. (PHG) had 180-Day Historical Volatility (Parkinson) of 0.1614 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)	0.4232
Historical Volatility (Parkinson)	0.1614
Implied Volatility (Calls)	0.3437
Implied Volatility (Puts)	0.3061
Implied Volatility (Mean)	0.3249
Put-Call Implied Volatility Ratio	0.8908
Implied Volatility Skew	0.0313
Option Statistics
Put-Call Ratio (Volume)	1.2340
Put-Call Ratio (Open Interest)	0.6018
Forward Price	28.44
Call Breakeven Price	32.82
Put Breakeven Price	22.91
Option Breakeven Price	30.34