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.

Provident Bancorp, Inc. (PVBC) had 150-Day Historical Volatility (Parkinson) of 0.3702 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)	0.3553
Historical Volatility (Parkinson)	0.3702
Implied Volatility (Calls)	0.3964
Implied Volatility (Puts)	0.3589
Implied Volatility (Mean)	0.3776
Put-Call Implied Volatility Ratio	0.9053
Implied Volatility Skew	0.1013
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0263
Forward Price	9.69
Call Breakeven Price	10.01
Put Breakeven Price	9.04
Option Breakeven Price	9.91