Historical Volatility (Parkinson) (150-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.

Porch Group, Inc. (PRCH) had 150-Day Historical Volatility (Parkinson) of 1.0307 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0236
Historical Volatility (Parkinson)	1.0307
Implied Volatility (Calls)	1.2456
Implied Volatility (Puts)	1.0759
Implied Volatility (Mean)	1.1608
Put-Call Implied Volatility Ratio	0.8638
Implied Volatility Skew	0.0472
Option Statistics
Put-Call Ratio (Volume)	5.0000
Put-Call Ratio (Open Interest)	0.7293
Forward Price	3.38
Call Breakeven Price	6.13
Put Breakeven Price	2.00
Option Breakeven Price	4.40