Historical Volatility (Parkinson) (120-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.

Palantir Technologies Inc. (PLTR) had 120-Day Historical Volatility (Parkinson) of 0.4512 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7176
Historical Volatility (Parkinson)	0.4512
Implied Volatility (Calls)	0.5099
Implied Volatility (Puts)	0.5089
Implied Volatility (Mean)	0.5094
Put-Call Implied Volatility Ratio	0.9981
Implied Volatility Skew	0.0010
Option Statistics
Put-Call Ratio (Volume)	0.5345
Put-Call Ratio (Open Interest)	0.8468
Forward Price	22.06
Call Breakeven Price	29.65
Put Breakeven Price	15.63
Option Breakeven Price	23.29