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.

Porch Group, Inc. (PRCH) had 60-Day Historical Volatility (Parkinson) of 0.9451 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9386
Historical Volatility (Parkinson)	0.9451
Implied Volatility (Calls)	--
Implied Volatility (Puts)	1.0556
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2174
Forward Price	3.27
Call Breakeven Price	3.84
Put Breakeven Price	2.67
Option Breakeven Price	3.63