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.

Invesco QQQ (QQQ) had 10-Day Historical Volatility (Parkinson) of 0.0811 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)	0.0880
Historical Volatility (Parkinson)	0.0811
Implied Volatility (Calls)	0.1427
Implied Volatility (Puts)	0.1509
Implied Volatility (Mean)	0.1468
Put-Call Implied Volatility Ratio	1.0577
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.9999
Put-Call Ratio (Open Interest)	1.2395
Forward Price	452.39
Call Breakeven Price	460.18
Put Breakeven Price	426.58
Option Breakeven Price	440.96