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.

ProPetro Holding Corp. (PUMP) had 150-Day Historical Volatility (Parkinson) of 0.4063 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3848
Historical Volatility (Parkinson)	0.4063
Implied Volatility (Calls)	0.3941
Implied Volatility (Puts)	0.4314
Implied Volatility (Mean)	0.4128
Put-Call Implied Volatility Ratio	1.0946
Implied Volatility Skew	0.0289
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2079
Forward Price	9.73
Call Breakeven Price	10.94
Put Breakeven Price	7.75
Option Breakeven Price	10.42