Historical Volatility (Parkinson) (180-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.

R1 RCM Inc. (RCM) had 180-Day Historical Volatility (Parkinson) of 0.4187 for 2024-05-20.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5147
Historical Volatility (Parkinson)	0.4187
Implied Volatility (Calls)	0.3831
Implied Volatility (Puts)	0.4306
Implied Volatility (Mean)	0.4069
Put-Call Implied Volatility Ratio	1.1242
Implied Volatility Skew	0.0687
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.9618
Forward Price	12.46
Call Breakeven Price	16.16
Put Breakeven Price	11.10
Option Breakeven Price	13.68