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.

Koninklijke Philips N.V. (PHG) had 60-Day Historical Volatility (Parkinson) of 0.2075 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)	0.6113
Historical Volatility (Parkinson)	0.2075
Implied Volatility (Calls)	0.2610
Implied Volatility (Puts)	0.3266
Implied Volatility (Mean)	0.2938
Put-Call Implied Volatility Ratio	1.2511
Implied Volatility Skew	0.0057
Option Statistics
Put-Call Ratio (Volume)	0.0068
Put-Call Ratio (Open Interest)	2.5696
Forward Price	27.43
Call Breakeven Price	28.94
Put Breakeven Price	22.93
Option Breakeven Price	24.85