Historical Volatility (Parkinson) (120-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.

Provident Bancorp, Inc. (PVBC) had 120-Day Historical Volatility (Parkinson) of 0.3900 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3737
Historical Volatility (Parkinson)	0.3900
Implied Volatility (Calls)	0.5119
Implied Volatility (Puts)	0.3841
Implied Volatility (Mean)	0.4480
Put-Call Implied Volatility Ratio	0.7504
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0876
Forward Price	9.89
Call Breakeven Price	11.17
Put Breakeven Price	9.12
Option Breakeven Price	10.81