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.

SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) had 150-Day Historical Volatility (Parkinson) of 0.0855 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1110
Historical Volatility (Parkinson)	0.0855
Implied Volatility (Calls)	0.1359
Implied Volatility (Puts)	0.1618
Implied Volatility (Mean)	0.1489
Put-Call Implied Volatility Ratio	1.1903
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--