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.
Tradr 2X Long Innovation 100 Quarterly ETF (QQQP) had 120-Day Historical Volatility (Parkinson) of 0.1111 for 2026-01-20.
For much more extensive volatility insights, check out our new product VolVue:
- Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
- Download data in CSV, Excel, JSON, or XML format
- Up to 20 years of data history
- 52-Week Rank and Percentile for all metrics and time frames