Historical Volatility (Parkinson) (10-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.

SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) had 10-Day Historical Volatility (Parkinson) of 0.0644 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1281
Historical Volatility (Parkinson)	0.0644
Implied Volatility (Calls)	0.1287
Implied Volatility (Puts)	0.1495
Implied Volatility (Mean)	0.1391
Put-Call Implied Volatility Ratio	1.1622
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--