Historical Volatility (Parkinson) (30-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.

Invesco Dorsey Wright Consumer Staples Momentum ETF (PSL) had 30-Day Historical Volatility (Parkinson) of 0.0882 for 2025-05-30.

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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1490
Historical Volatility (Parkinson)	0.0882
Implied Volatility (Calls)	0.1932
Implied Volatility (Puts)	0.2208
Implied Volatility (Mean)	0.2070
Put-Call Implied Volatility Ratio	1.1432
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--