Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Park Hotels & Resorts Inc. (PK) had 30-Day Historical Volatility (Close-to-Close) of 0.3280 for 2022-08-16.

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

Figures for 2022-08-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3280
Historical Volatility (Parkinson)	0.3067
Implied Volatility (Calls)	0.3109
Implied Volatility (Puts)	0.3317
Implied Volatility (Mean)	0.3213
Put-Call Implied Volatility Ratio	1.0669
Implied Volatility Skew	-0.0698
Option Statistics
Put-Call Ratio (Volume)	0.0225
Put-Call Ratio (Open Interest)	0.8741
Forward Price	16.15
Call Breakeven Price	17.51
Put Breakeven Price	14.84
Option Breakeven Price	16.46

Data from Quantcha