Historical Volatility (Parkinson) (20-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.

The Real Brokerage Inc. (REAX) had 20-Day Historical Volatility (Parkinson) of 0.8723 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8406
Historical Volatility (Parkinson)	0.8723
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	16.6667
Put-Call Ratio (Open Interest)	0.5564
Forward Price	4.00
Call Breakeven Price	5.31
Put Breakeven Price	2.75
Option Breakeven Price	4.38