Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.3846 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)	0.8748
Historical Volatility (Parkinson)	0.3846
Implied Volatility (Calls)	0.3966
Implied Volatility (Puts)	0.4029
Implied Volatility (Mean)	0.3998
Put-Call Implied Volatility Ratio	1.0160
Implied Volatility Skew	-0.0663
Option Statistics
Put-Call Ratio (Volume)	0.3816
Put-Call Ratio (Open Interest)	0.5423
Forward Price	21.72
Call Breakeven Price	24.65
Put Breakeven Price	19.76
Option Breakeven Price	22.93