Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.9155 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)	0.8763
Historical Volatility (Parkinson)	0.9155
Implied Volatility (Calls)	0.8542
Implied Volatility (Puts)	0.8576
Implied Volatility (Mean)	0.8559
Put-Call Implied Volatility Ratio	1.0039
Implied Volatility Skew	0.0573
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0179
Forward Price	4.02
Call Breakeven Price	5.21
Put Breakeven Price	3.43
Option Breakeven Price	5.17