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.

Palantir Technologies Inc. (PLTR) had 60-Day Historical Volatility (Parkinson) of 0.4126 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4245
Historical Volatility (Parkinson)	0.4126
Implied Volatility (Calls)	0.6490
Implied Volatility (Puts)	0.6411
Implied Volatility (Mean)	0.6450
Put-Call Implied Volatility Ratio	0.9878
Implied Volatility Skew	-0.0028
Option Statistics
Put-Call Ratio (Volume)	0.5735
Put-Call Ratio (Open Interest)	0.8054
Forward Price	22.34
Call Breakeven Price	28.33
Put Breakeven Price	16.30
Option Breakeven Price	22.98